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
Part BCSIR NET June 2024likelihood-ratio-with-different-supports
Likelihood ratio with different supports
Related counterexample: A UMP test exists for every testing problem
- size vs powerJune 2023
- direction of rejectionDecember 2023
- comparing test statisticsDecember 2023
- ump mean vs medianDecember 2023
- the null density is uniformDecember 2024
- the stated theta values are built to give round probabilitiesDecember 2024
The chapter behind this: Neyman–Pearson and UMP tests — free to read
From Hypothesis Testing › Neyman–Pearson lemma and UMP tests