Neyman–Pearson lemma

In statistics, the Neyman–Pearson lemma was introduced by Jerzy Neyman and Egon Pearson in a paper in 1933. In statistics, the Neyman–Pearson lemma was introduced by Jerzy Neyman and Egon Pearson in a paper in 1933. Suppose one is performing a hypothesis test between two simple hypotheses H0: θ = θ0 and H1: θ = θ1 using the likelihood-ratio test with threshold η {displaystyle eta } , which rejects H0 in favour of H1 at a significance level of