Questions tagged [neyman-pearson-lemma]
A theorem stating that likelihood ratio test is the most powerful test of point null hypothesis against point alternative hypothesis. DO NOT use this tag for Neyman-Pearson approach to hypothesis testing, this tag is for the lemma only.
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Hypothesis testing and convergence of LRT statistic
This may be a very simple question, but I am not sure about my logic.
I have a standard point hypothesis testing scenario, where I collect a sequence of $n$ independent observations $\{x_1,\ldots,x_n\...
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