ネイマン・ピアソンの補題
1. Neyman–Pearson lemmaIn statistics, the Neyman-Pearson lemma, named after Jerzy Neyman and Egon Pearson, states 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 where 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) for alternatives in the set .
Read “Neyman–Pearson lemma” on English Wikipedia
Read “ネイマン・ピアソンの補題” on Japanese Wikipedia
Read “Neyman–Pearson lemma” on DBpedia
Read “Neyman–Pearson lemma” on English Wikipedia
Read “ネイマン・ピアソンの補題” on Japanese Wikipedia
Read “Neyman–Pearson lemma” on DBpedia
Discussions
Log in to talk about this word.