Paper 4, Section II, H
Part IB, 2017
(a) State and prove the Neyman-Pearson lemma.
(b) Let be a real random variable with density with
Find a most powerful test of size of versus .
Find a uniformly most powerful test of size of versus .
Paper 4, Section II, H
(a) State and prove the Neyman-Pearson lemma.
(b) Let be a real random variable with density with
Find a most powerful test of size of versus .
Find a uniformly most powerful test of size of versus .