Paper 4, Section II, H

Statistics | Part IB, 2017

(a) State and prove the Neyman-Pearson lemma.

(b) Let XX be a real random variable with density f(x)=(2θx+1θ)1[0,1](x)f(x)=(2 \theta x+1-\theta) 1_{[0,1]}(x) with 1θ1.-1 \leqslant \theta \leqslant 1 .

Find a most powerful test of size α\alpha of H0:θ=0H_{0}: \theta=0 versus H1:θ=1H_{1}: \theta=1.

Find a uniformly most powerful test of size α\alpha of H0:θ=0H_{0}: \theta=0 versus H1:θ>0H_{1}: \theta>0.

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