The <Neyman-Pearson lemma> states that, for testing one simple hypothesis with density $f_0$ against another with density $f_1$, a size-$\alpha$ test that rejects for the largest values of the <likelihood ratio> $f_1/f_0$ is most powerful among all tests of size at most $\alpha$, with boundary randomization if needed.

Solution

Past exam of the mathematics course of the University of Cambridge / 2021 / ib / Paper 1 / 18H / c / Solution

 Solution (source code)