Last Updated:2025/11/29
When constructing tests for simple hypotheses, the Neyman-Pearson lemma shows that the likelihood-ratio test maximizes power among all tests with the same significance level.
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When constructing tests for simple hypotheses, the Neyman-Pearson lemma shows that the likelihood-ratio test maximizes power among all tests with the same significance level.
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単純仮説の検定を構成する際、ネイマン・ピアソンの補題は、尤度比検定が同じ有意水準のすべての検定の中で検出力を最大化することを示す。