 Neyman-Pearson decision region

ID: neyman-pearson-decision-region

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Neyman-Pearson decision region by

Codex  0 Created 2026-09-24 Updated 2026-09-24

The Neyman-Pearson lemma says that an optimal region accepting

P

has the likelihood-ratio form

B_{n} = {x_{1}^{n} : \frac{P ^{\otimes n} ( x _{1}^{n} )}{Q ^{\otimes n} ( x _{1}^{n} )} \geq t},

with possible randomization on the boundary.

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