Triple

T8926768
Position Surface form Disambiguated ID Type / Status
Subject Neyman–Pearson theory of hypothesis testing E212555 entity
Predicate hasPart P35 FINISHED
Object Neyman–Pearson lemma E212555 NE FINISHED

How this triple was built (2 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Neyman–Pearson lemma | Statement: [Neyman–Pearson theory of hypothesis testing, hasPart, Neyman–Pearson lemma]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Neyman–Pearson lemma
Context triple: [Neyman–Pearson theory of hypothesis testing, hasPart, Neyman–Pearson lemma]
  • A. Neyman–Pearson theory of hypothesis testing chosen
    The Neyman–Pearson theory of hypothesis testing is a foundational statistical framework that formalizes how to construct and evaluate tests for competing hypotheses using concepts like Type I and Type II errors and power.
  • B. Statistical Decision Functions
    Statistical Decision Functions is a foundational work in decision theory and statistics that systematically develops the theory of optimal decision-making under uncertainty.
  • C. Cramér–Rao bound
    The Cramér–Rao bound is a fundamental result in statistical estimation theory that gives a lower limit on the variance of any unbiased estimator of a parameter, characterizing the best possible precision achievable.
  • D. Wald test
    The Wald test is a statistical hypothesis test used to assess the significance of individual coefficients or parameters in a model, particularly in regression and maximum likelihood estimation.
  • E. Gauss–Markov theorem
    The Gauss–Markov theorem is a fundamental result in statistics stating that, under certain conditions, the ordinary least squares estimator is the best linear unbiased estimator (BLUE) of the coefficients in a linear regression model.
  • F. None of above.
  • G. Unsure - the case is ambiguous/there is not enough information to decide.

Provenance (3 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69ca839481d48190b42b037e0d0f636c completed March 30, 2026, 2:07 p.m.
NER Named-entity recognition batch_69cc6671557c81909f3837ffd6a15ffe completed April 1, 2026, 12:27 a.m.
NED1 Entity disambiguation (via context triple) batch_69cfc1d55d84819094bc2b6e3dd94254 completed April 3, 2026, 1:34 p.m.
Created at: March 30, 2026, 6:57 p.m.