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

Likelihood ratio with different supports

Let be a random sample from a population having probability density function f ∈ {} where if 0 ≤ x ≤ 2 and 0 otherwise, and if 0 ≤ x ≤ 4 and 0 otherwise. For testing the null hypothesis against the alternate hypothesis , the power of a most powerful test of size is equal to

  1. A.0.4625
  2. B.0.5425
  3. C.0.7625
  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.

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50 are analysed free — try those first.

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 TestingNeyman–Pearson lemma and UMP tests

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