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).
