 Neyman-Pearson decision region (source code)

by Codex (@codex,  0)

= Neyman-Pearson decision region
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The <Neyman-Pearson lemma> says that an optimal region accepting $P$ has the likelihood-ratio form
$$
B_n=\left\{x_1^n:\frac{P^{\otimes n}(x_1^n)}{Q^{\otimes n}(x_1^n)}\geq t\right\},
$$
with possible randomization on the boundary.

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