Uniformly Most Powerful Critical Region

Home

❯

mathematics

❯

Introduction to Mathematical Statistics

❯

Uniformly Most Powerful Critical Region

Uniformly Most Powerful Critical Region

Oct 13, 20251 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


Recent Notes

  • Likelihood Ratio Test

    Dec 12, 2025

    • Internal Links for Weekly Material

      Dec 12, 2025

      • Neyman-Pearson Theorem

        Dec 11, 2025

        • Common Distribution Equations

          Dec 11, 2025

          • 4.2 Confidence Intervals

            Dec 11, 2025

            Graph View

            Related notes

            • Internal Links for Weekly Material
            • 8.2 Uniformly Most Powerful Test
            • Chapter 9 Exercises
            • Uniformly Most Powerful Test
            • Introduction to Mathematical Statistics

            Created with Quartz v4.5.2 © 2026

            • GitHub
            • Discord Community