Psychology Wiki

Assessment | Biopsychology | Comparative | Cognitive | Developmental | Language | Individual differences | Personality | Philosophy | Social |
Methods | Statistics | Clinical | Educational | Industrial | Professional items | World psychology |

Statistics: Scientific method · Research methods · Experimental design · Undergraduate statistics courses · Statistical tests · Game theory · Decision theory


In statistics, the Neyman-Pearson lemma states that when performing 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

is the most powerful test of size α for a threshold η. If the test is most powerful for all , it is said to be uniformly most powerful (UMP).

In practice, the likelihood ratio itself is not actually used in the test. Instead one computes the ratio to see how the key statistic in it is related to the size of the ratio (i.e. whether a large statistic corresponds to a small ratio or to a large one).

Example[]

Psy Please expand this article.
This template may be found on the article's talk page, where there may be further information. Alternatively, more information might be found at Requests for expansion.
Please remove this message once the article has been expanded.

See also[]

References[]

External links[]


This page uses Creative Commons Licensed content from Wikipedia (view authors).