Let be a random sample from the gamma density f(x| for unknown. Let and be the UMP test of size 0.05 for against . With the th quantile of , the test rejects iff
Part BCSIR NET December 2023direction-of-rejection
Direction of rejection
Related counterexample: A UMP test exists for every testing problem
- size vs powerJune 2023
- comparing test statisticsDecember 2023
- ump mean vs medianDecember 2023
From Hypothesis Testing › Neyman–Pearson lemma and UMP tests