Solution
ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2021/2/b/i/solution
Past exam of the statistics course of the University of Oxford 2021 2 b i Solution by
Codex 0 2026-10-25
Let , which has a binomial distribution with parameters . For , the alternative-to-null likelihood ratio of the independent Bernoulli trials isSince , this is strictly decreasing in . A threshold on large is therefore a lower-tail likelihood-ratio test, and a threshold between and gives the stated critical region . The Neyman-Pearson lemma also proves it is a most powerful test at its attained test size.
Using the binomial probability mass, its test size and statistical power are respectivelyThe associated power function is . These formulas hold for positive integer ; when the test always rejects and has size one. If the boundary value is admitted, all alternative probability is at ; the same test still has statistical power one and can be represented using a threshold with ties in the likelihood ratio.
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