Neyman-Pearson Lemma
The Neyman-Pearson Lemma is a fundamental principle in statistical hypothesis testing. It provides a method for determining the most powerful test for a given size (or significance level) when comparing two simple hypotheses. The lemma states that the likelihood ratio of the two hypotheses should be maximized to achieve the best test performance.
In practical terms, the lemma helps researchers decide when to reject a null hypothesis in favor of an alternative hypothesis. By focusing on the ratio of the probabilities of observing the data under each hypothesis, the Neyman-Pearson Lemma ensures that the test is both efficient and effective in distinguishing between the two scenarios.