On the Fundamental Lemma of Neyman and Pearson
On the Fundamental Lemma of Neyman and Pearson
The following lemma proved by Neyman and Pearson [1] is basic in the theory of testing statistical hypotheses: LEMMA. Let $f_1(x), \cdots, f_{m+1}(x)$ be $m + 1$ Borel measurable functions defined over a finite dimensional Euclidean space $R$ such that $\int_R |f_i(x)|dx < \infty (i = 1, \cdots, m + …