Last Updated：2025/11/29
Sentence
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。
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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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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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Related words
Neyman-Pearson lemma
Proper noun
Japanese Meaning
統計学において、2つの点仮説（帰無仮説 H₀: θ = θ₀ と対立仮説 H₁: θ = θ₁）の間で仮説検定を行う際、尤度比検定が有意水準αにおいて最も検出力の高い検定であることを示す補題。具体的には、尤度比 Λ(x) = L(θ₀|x) / L(θ₁|x) がある閾値η以下の場合に帰無仮説 H₀を棄却する検定が、指定されたα水準で最良の性能を持つことを述べている。
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