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Part BCSIR NET June 2024likelihood-ratio-with-different-supports

Likelihood ratio with different supports

Let X1,X2X_{1}, X_{2} be a random sample from a population having probability density function f ∈ {f0,f1f_{0}, f_{1}} where f0(x)=1/2f_{0}(x) = 1/2 if 0 ≤ x ≤ 2 and 0 otherwise, and f1(x)=1/4f_{1}(x) = 1/4 if 0 ≤ x ≤ 4 and 0 otherwise. For testing the null hypothesis H0:f=f0H_{0} : f = f_{0} against the alternate hypothesis H1:f=f1H_{1} : f = f_{1}, the power of a most powerful test of size α=0.05\alpha = 0.05 is equal to

  1. A.0.4625
  2. B.0.5425
  3. C.0.7625✓ Correct
  4. D.0.6225

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward, and why this one tests boundary and endpoint.

See pricing

50 are analysed free — try those first.

The trap it tests

Boundary and endpoint

The statement turns at the edge of the interval, the domain, or the parameter range.

Drill statements like this

Related counterexample: A UMP test exists for every testing problem

More on this topic

The chapter behind this: Neyman–Pearson and UMP tests — free to read

From Hypothesis Testing › Neyman–Pearson lemma and UMP tests

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