Most powerful test (source code)

= Most powerful test

At level $\alpha$, a most powerful test against a specified simple alternative maximises <statistical power> among <statistical tests> whose <size of a statistical test> is at most $\alpha$. 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.