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).