Neyman–Pearson lemma

The Neyman–Pearson lemma is an important part of statistics. It helps us work out how sure we can be about our predictions. Put simply, it tells us if we have enough information to know if our prediction is true. To understand how it works, think of a detective. The detective needs enough evidence to know if someone is guilty or not. The Neyman–Pearson lemma works in a similar way. We look at the evidence, or data, and based on this we make our prediction. The lemma helps us work out how sure we can be that our prediction is correct.