Library / On the Problem of the Most Efficient Tests of Statistical Hypotheses

Reference

Jerzy Neyman, Egon Sharpe Pearson “On the problem of the most efficient tests of statistical hypotheses” (1933) // Philosophical Transactions of the Royal Society of London. Series A, Containing Papers of a Mathematical or Physical Character. Publisher: The Royal Society London. Vol. 231. No 694-706. Pp. 289–337. DOI: 10.1098/rsta.1933.0009

Bib

@Article{neyman1933,
  title = {On the problem of the most efficient tests of statistical hypotheses},
  author = {Neyman, Jerzy and Pearson, Egon Sharpe},
  journal = {Philosophical Transactions of the Royal Society of London. Series A, Containing Papers of a Mathematical or Physical Character},
  volume = {231},
  number = {694-706},
  pages = {289--337},
  year = {1933},
  publisher = {The Royal Society London},
  doi = {10.1098/rsta.1933.0009}
}

Quotes (1)

NHST

We are inclined to think that as far as a particular hypothesis is concerned, no test based upon the theory of probability can by itself provide any valuable evidence of the truth or falsehood of that hypothesis.

But we may look at the purpose of tests from another view-point. Without hoping to know whether each separate hypothesis is true or false, we may search for rules to govern our behaviour with regard to them, in following which we insure that, in the long run of experience, we shall not be too often wrong.