Word.ws English Dictionary

Neyman-Pearson lemma

Neyman-Pearson lemma proper noun: 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.

Proper noun

Neyman-Pearson lemma

  1. 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.

Origin of Neyman-Pearson lemma

Named after Jerzy Neyman and Egon Pearson.

Questions about Neyman-Pearson lemma

What does Neyman-Pearson lemma mean?
Neyman-Pearson lemma means 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.
What part of speech is Neyman-Pearson lemma?
Neyman-Pearson lemma is a proper noun.

Words near Neyman-Pearson lemma in the dictionary

  1. Neyland
  2. Neylands
  3. Neylon
  4. Neylons
  5. Neyman
  6. Neyman-Pearson lemma
  7. Neyra
  8. Neyras
  9. neys
  10. Neyshabur
  11. Nez Perce

Source and license

Adapted from Wiktionary: Neyman-Pearson lemma (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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Cite this entry: “Neyman-Pearson lemma.” Word.ws, https://word.ws/neyman-pearson_lemma. Based on Wiktionary, CC BY-SA 4.0.