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Lecture 7
Ian Covert edited this page Mar 21, 2017
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- bitter rivalry with Neyman and Pearson
- a scientist, not just a mathematician
- claimed that Neyman and Pearson were mathematicians with insufficient real world experience
- did not view failure to reject null hypothesis (type II error) as an error
- basically doesn't view failure to reject null hypothesis as a final decision
- agreed with Neyman and Pearson on one point: Bayesians were wrong
- more mathematically rigorous: formalized hypothesis testing, type I & II errors, power of tests
- notable result is Neyman-Pearson lemma, which identifies the most powerful test at a given significance level
- rejected probabilistic interpretation of power of hypothesis tests. Hence the use of the term power