Abstract
How the Neyman-Pearson collaboration came about was told in Sects. 1.1 and 1.4. We are lucky to have several sources that enable us to follow the development of their joint work in some detail. They are a paper by Pearson (1966), “The Neyman-Pearson Story,” Neyman’s account reported in Constance Reid’s (1982) Neyman biography, and Neyman’s letters to Pearson.
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Notes
- 1.
Neyman’s letters are now in the Manuscripts Collection of the Bancroft Library, University of California at Berkeley: Constance Reid Research Materials, BANC MSS 2008/250, Box 1, Folders # 1–2, 1–3, 1–9.
- 2.
At the time, Neyman still had trouble with English, and here and in later quotes I retain his spelling even when it is incorrect.
- 3.
These are the tests of hypotheses A and B of their 1928 paper, discussed in Section 3.2 above.
- 4.
It should be noted that the terms “power,” “uniformly more powerful,” and “uniformly most powerful” are not used in this paper. They were only introduced in the author’s following paper, also of 1933.
- 5.
The paper in question was entitled, “Contributions to the theory of certain test criteria,” and was reprinted in the volume, “A Selection of Early Statistical Papers of J. Neyman,” Univ. of California Press (1967).
References
Pearson, E. S. (1966). The Neyman-Pearson story. In David, F. N. (Ed.) Research Papers in Statistics (Festschrift for J. Neyman). Wiley, London.
Reid, C. (1982). Neyman – from Life. Springer, New York.
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Lehmann, E.L. (2011). The Neyman-Pearson Theory. In: Fisher, Neyman, and the Creation of Classical Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9500-1_3
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