Solution

ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2021/2/a/ii/solution

True, with the test's rejection rule fixed. If its rejection region in the space of the test statistic is , its statistical power against the specified simple hypothesis is
Thus the probability distribution of under the alternative hypothesis determines the statistical power of this test. The null distribution is used to choose a rule with the desired test size, but statistical power is evaluated under the alternative hypothesis. Different rejection rules can have different statistical power even for the same probability distribution of .

New to topics? Read the docs here!