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Most powerful test

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Statistical hypothesis testing Statistical test
2026-10-05  0 By others on same topic  0 Discussions Create my own version
At level α, a most powerful test against a specified simple alternative maximises statistical power among statistical tests whose size of a statistical test is at most α. The Neyman-Pearson lemma constructs it by a likelihood ratio threshold. A uniformly most powerful test is most powerful simultaneously against every member of the specified alternative family; maximising power at one alternative alone need not give uniform optimality.

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  1. Statistical test
  2. Statistical hypothesis testing
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  4. Statistical model
  5. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2017 / ib / Paper 4 / 19H / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2017 / ib / Paper 4 / 19H / b / Solution

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