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

The normalized density isFor $\theta =1$ against $\theta =0$, the sample likelihood ratio isIt is strictly decreasing in $S$. Under $H_0$, parts (a) and (b) giveIf $q_{\alpha }$ is the lower $\alpha$-quantile of this gamma distribution, the Neyman-Pearson lemma gives the most powerful size-$\alpha$ critical region

For any fixed $\theta >0$,is again strictly decreasing in the same statistic $S$. Thus the same critical region is most powerful against every $\theta >0$ and is consequently a uniformly most powerful test of $H_0:\theta =0$ against $H_1:\theta >0$.