Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-210/1/e/solution

Let . From the supplied second moment of a mixture likelihood ratio, dropping a nonpositive term gives
The last step uses the assumed separation. It has a real square root only when ; otherwise no parameters satisfy it. The chi-squared testing lower bound follows from the Cauchy-Schwarz inequality: . Every statistical hypothesis testing rule has sum of its Type I error and Type II error at least . Its larger error is at least half the sum, hence

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