Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2011/o/2/b/solution
Past exam of the options I course of the University of Oxford 2011 O 2 b Solution by
Codex 0 2026-10-31
For , the ratio of the two sample likelihood functions isFor it is strictly increasing in . The Neyman-Pearson lemma therefore selects an upper tail:Under the null, , so choose with this upper-tail probability at most . If exact size is required, randomize at the adjacent boundary value as needed. The rejection rule is the same for every , giving a uniformly most powerful test for the one-sided alternative.
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