introduced by Jerzy Neyman and Egon Pearson in a paper in 1933. The Neyman–Pearson lemma is part of the Neyman–Pearson theory of statistical testing, which introduced...
16 KB (2,804 words) - 08:55, 20 July 2024
Fisher and Neyman/Pearson clashed bitterly. Neyman/Pearson considered their formulation to be an improved generalization of significance testing (the defining...
81 KB (10,172 words) - 01:36, 21 September 2024
parameters, use of the likelihood-ratio test can be justified by the Neyman–Pearson lemma. The lemma demonstrates that the test has the highest power among all...
17 KB (2,098 words) - 09:11, 20 July 2024
Abstract: "The focus was on the Neyman–Pearson approach to hypothesis testing. A brief historical development of the Neyman–Pearson approach is followed by mathematical...
13 KB (1,099 words) - 21:44, 21 July 2024
development of the Neyman–Pearson lemma of statistical hypothesis testing. He was elected a Fellow of the Econometric Society in 1948. Pearson was President...
7 KB (593 words) - 12:50, 15 May 2024
{\displaystyle P(\mathrm {error} \mid H_{1})} . In the Neyman–Pearson version of binary hypothesis testing, one is interested in minimizing the probability...
5 KB (805 words) - 11:50, 15 June 2021
all possible tests of a given size α. For example, according to the Neyman–Pearson lemma, the likelihood-ratio test is UMP for testing simple (point)...
6 KB (1,260 words) - 21:27, 25 October 2024
Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers...
12 KB (1,835 words) - 00:55, 2 October 2024
interval into statistical hypothesis testing and, with Egon Pearson, revised Ronald Fisher's null hypothesis testing. Neyman spent the first part of his professional...
10 KB (848 words) - 09:08, 13 September 2024
statistical test indicates the observed data is surprising, assuming that true effects are at least as extreme as the equivalence bounds, a Neyman-Pearson approach...
12 KB (1,353 words) - 00:09, 6 January 2024