the Neyman framework

The Neyman framework is a statistical approach focused on making decisions and estimating parameters based on data, while considering the long-term performance of these methods. It emphasizes designing procedures that control the probability of making incorrect conclusions (error rates) and ensuring consistent, reliable results over many repetitions. In simple terms, Neyman’s approach aims to create methods that are trustworthy and robust, prioritizing procedures that perform well across repeated experiments rather than just fitting a single dataset. This approach underpins many modern statistical practices, balancing accuracy with confidence in the outcomes.