Let X be a random variable with the probability density function if 0 < x < 1, and 0 otherwise, where . Based on single observation x, the critical region of the most powerful test for testing null hypothesis against alternative hypothesis , at level of significance , is
Part BCSIR NET December 2024the-null-density-is-uniform
The null density is uniform
Related counterexample: A UMP test exists for every testing problem
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The chapter behind this: Neyman–Pearson and UMP tests — free to read
From Hypothesis Testing › Neyman–Pearson lemma and UMP tests