Speakur

Word Pronunciation & Dictionary

neyman-pearson lemma

Word Rarity Very rare

Frequency: Zipf frequency 1.74 in modern English

Syllables
ney-man--pear-son- lem-ma
IPA
29
Scrabble Score
18
Letters
7
Syllables
10
Unique Chars

Meaning

name

A lemma stating that when performing a hypothesis test between two point hypotheses H₀: θ = θ₀ and H₁: θ = θ₁, then the likelihood-ratio test which rejects H₀ in favour of H₁ when Λ(x)=(L(θ₀∣x))/(L(θ₁∣x))≤η where P(Λ(X)≤η∣H_0)=α is the most powerful test of size α for a threshold η.

Etymology

Named after Jerzy Neyman and Egon Pearson.

Questions

What does neyman-pearson lemma mean?
A lemma stating that when performing a hypothesis test between two point hypotheses H₀: θ = θ₀ and H₁: θ = θ₁, then the likelihood-ratio test which rejects H₀ in favour of H₁ when Λ(x)=(L(θ₀∣x))/(L(θ₁∣x))≤η where P(Λ(X)≤η∣H_0)=α is the most powerful test of size α for a threshold η.
Where does neyman-pearson lemma come from?
Named after Jerzy Neyman and Egon Pearson.

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