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单词 Neyman-Pearson Lemma
释义

Neyman-Pearson Lemma

If there exists a critical region of size and a Nonnegative constant such that


for points in and


for points not in , then is a best critical region of size .


References

Hoel, P. G.; Port, S. C.; and Stone, C. J. ``Testing Hypotheses.'' Ch. 3 in Introduction to Statistical Theory. New York: Houghton Mifflin, pp. 56-67, 1971.


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