Published online by Cambridge University Press: 28 February 2022
When the Neyman-Pearson approach to the testing of statistical hypotheses was introduced in the 1930's and 1940's it was presented with an accompanying philosophy of science. Jerzy Neyman held a strong form of pragmatism. He sought not just to model scientific decision on practical decision, but in a sense to reduce it to practical decision. Neyman-Pearson techniques are used to compare hypotheses in the light of experimental data, and they contain an asymmetry, in that one hypothesis—the “null”—typically gets the benefit of the doubt. For Neyman, the choice of which hypothesis gets this benefit is governed by behavioral considerations. When presented as an account of testing in science this claim was met with vigorous resistance.
Though the philosophy was controversial, the methods became standard. Philosophers and statisticans have produced alternative interpretations of many distinctive features of these tests. But they are not the only ones who have had to give a new rationale for Neyman-Pearson methods.
Thanks to Stephen Downes and Isaac Levi for comments on earlier drafts.