Usually, we wish to test the hypothesis that B=B₀, where B₀ is some specified value of B. The Hypothesis that we are testing is called the null hypothesis H₀. In order to test H₀, we must calculate a test statistic.

If the value of the test statistic is an extreme one that would rarely be encountered by chance under the null, then the test does provide evidence against the null hypothesis. If this evidence is sufficiently convincing, we may decide to reject the null hypothesis that B=B₀.

Neyman-Pearson假设检验理论有几个要点要搞清：

[1] 关注啥命题就把它作为零假设H_0。

[2] 假设检验的目的在于否定零假设H_0。如果不能否定零假设，我们也只是说“现有的证据不能否定零假设H_0”，而不去说“接受零假设H_0”。

[3] 在零假设成立的情况下，某个统计量服从某个分布，根据这个事实我们进行统计推断。

H_0和H_1不是任意设定的，因为H_0的选择与统计量的使用是密切相关的，怎能相互交换！