Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ib/paper-1/18h/c/solution

The Neyman-Pearson lemma states that, for testing one simple hypothesis with density against another with density , a size- test that rejects for the largest values of the likelihood ratio is most powerful among all tests of size at most , with boundary randomization if needed.

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