e are still within hypothesis testing setup
(
Hypothesis_testing_section
). Let
us forget about the structure of the threshold
.
We still perform the likelihood ration
test
where the threshold is chosen according to requirement
that
for a given level of error
.
The Neyman-Pearson lemma states that there is no better decision rule
.
Precisely, the lemma prohibits existence of
such that
and
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