Paper 2, Section I, 8H8 \mathrm{H}

Statistics
Part IB, 2018

Define a simple hypothesis. Define the terms size and power for a test of one simple hypothesis against another. State the Neyman-Pearson lemma.

There is a single observation of a random variable XX which has a probability density function f(x)f(x). Construct a best test of size 0.050.05 for the null hypothesis

H0:f(x)=12,1x1,H_{0}: \quad f(x)=\frac{1}{2}, \quad-1 \leqslant x \leqslant 1,

against the alternative hypothesis

H1:f(x)=34(1x2),1x1.H_{1}: \quad f(x)=\frac{3}{4}\left(1-x^{2}\right), \quad-1 \leqslant x \leqslant 1 .

Calculate the power of your test.