A new proof of the Neyman-Pearson theorem using the EEF and the vindication of Sir R. Fisher

Authors

Steven Kay, University of Rhode Island

Document Type

Article

Date of Original Version

6-26-2012

Abstract

The Neyman-Pearson theorem for the problem of simple hypothesis testing provides the fundamental approach to signal detection. In this letter we present a new proof that leverages the properties of exponential probability density function families and furthermore links parameter estimation to detection, a point of contention between Neyman-Pearson and Fisher. The new proof also provides corollaries concerning known properties of the receiver operating characteristics. Finally, a geometric interpretation to the problem of signal detection is given, which can provide much insight into its solution. © 2012 IEEE.

Publication Title, e.g., Journal

IEEE Signal Processing Letters

Volume

19

Issue

8

Citation/Publisher Attribution

Kay, Steven. "A new proof of the Neyman-Pearson theorem using the EEF and the vindication of Sir R. Fisher." IEEE Signal Processing Letters 19, 8 (2012): 451-454. doi: 10.1109/LSP.2012.2202225.