The performance of the quantum NeymanPearson receiver for a binary coherent state signal in the presence of thermal noise is numerically investigated. To see the detection sensitivity of the quantum Neyman-Pearson receiver, its receiver operating characteristics (ROC) are numerically obtained. The performance limit of the quantum Neyman-Pearson receiver is directly computed when the false alarm...

We extend the classical Neyman-Pearson theory for testing composite hypotheses versus composite alternatives, using a convex duality approach as in Witting (1985). Results of Aubin & Ekeland (1984) from non-smooth convex analysis are employed, along with a theorem of Komll os (1967), in order to establish the existence of a max-min optimal test and to investigate its properties. The theory is i...

This article is concerned with inference for a certain class of inhomogeneous Neyman-Scott point processes depending on spatial covariates. Regression parameter estimates obtained from a simple estimating function are shown to be asymptotically normal when the "mother" intensity for the Neyman-Scott process tends to infinity. Clustering parameter estimates are obtained using minimum contrast es...

Jerzy Neyman and Elizabeth Scott developed the idea of synthetic plots. These plots are a display of the data values of an experiment side by side with a display of simulated data values, with the simulation-based on a considered stochastic model. The Neyman and Scott work concerned the distribution of galaxies on the celestial sphere. A review of their wo is presented here followed by personal...

The main thesis of the paper is that in the case of modern statistics, the differences between the various concepts of models were the key to its formative controversies. The mathematical theory of statistical inference was mainly developed by Ronald A. Fisher, Jerzy Neyman, and Egon S. Pearson. Fisher on the one side and Neyman–Pearson on the other were involved often in a polemic controversy....

Ronald Fisher advocated testing using p-values, Harold Jeffreys proposed use of objective posterior probabilities of hypotheses and Jerzy Neyman recommended testing with fixed error probabilities. Each was quite critical of the other approaches. Most troubling for statistics and science is that the three approaches can lead to quite different practical conclusions. This article focuses on discu...

The problem of abrupt change detection has received much attention in the literature. The Neyman—Pearson detector can be derived and yields the well-known CUSUM algorithm, when the abrupt change is contaminated by an additive noise. However, a multiplicative noise has been observed in many signal processing applications. These applications include radar, sonar, communication and image processin...

Abstract We derive a formula for the optimal sample allocation in general stratified scheme under upper bounds on strata sizes. Such includes SRSWOR within as special case. The solution is given terms of V-allocation with V being set take-all strata. use to give formal proof optimality popular recursive Neyman algorithm, rNa. also propose quick algorithm Stenger and Gabler, SGa, well our propos...

Most of the debates around statistical testing suffer from a failure to identify clearly the features specific to the theories invented by Fisher and by Neyman and Pearson. These features are outlined. The hybrids of Fisher’s and Neyman–Pearson’s theory are briefly addressed. The lack of random sampling and its consequences for statistical inference are also highlighted, leading to the recommen...

Confusion surrounding the reporting and interpretation of results of classical statistical tests is widespread among applied researchers. The confusion stems from the fact that most of these researchers are unaware of the historical development of classical statistical testing methods, and the mathematical and philosophical principles underlying them. Moreover, researchers erroneously believe t...