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3.3 Neyman–Pearson approach

In many problems of practical interest the imposition of a specific cost structure on the decisions made is not possible or desirable. The Neyman–Pearson approach involves a trade-off between the two types of errors that one can make in choosing a particular hypothesis. The Neyman–Pearson design criterion is to maximize the power of the test (probability of detection) subject to a chosen significance of the test (false alarm probability).
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