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Introduction to Mathematical Statistics

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Uniformly Most Powerful Test

Uniformly Most Powerful Test

Oct 13, 20251 min read

Definition

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

A test defined by C is called a uniformly most powerful (UMP) test, with significance level α, for testing the simple hypothesis H0​ against the alternative composite hypothesis H1​.


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