Uniformly Most Powerful Critical Region

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Uniformly Most Powerful Critical Region

Uniformly Most Powerful Critical Region

Feb 22, 20261 min read

Definition

Let C : Critical region of size α for testing the simple hypothesis H0​ against an alternative composite hypothesis H1​

If C is a best critical region of size α for testing H0​ against each simple hypothesis in H1​

Then we say C is a uniformly most powerful (UMP) critical region of size α


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