Neyman-Pearson lemma

From Academic Kids

In statistics, the Neyman-Pearson lemma states that when doing a hypothesis test between two point hypotheses H0θ=θ0 and H1θ=θ1, then the likelihood-ratio test which rejects H0 in favour of H1 when

<math>\Lambda(x)=\frac{ L( \theta _{0} \mid x)}{ L (\theta _{1} \mid x)} \leq k \mbox{ where } Pr(\Lambda(X)\leq k|H_0)=\alpha<math>

is the most powerful test of size α.

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