Past exam of the statistics course of the University of Oxford / 2023 / 2 / a / i / Solution

For a critical region $C$, the size of a statistical test of the simple null hypothesis $P_0$ is $\alpha =P_0(\mathbf{X}\in C)$, the Type I error probability. Its statistical power against the simple alternative hypothesis $P_1$ is $P_1(\mathbf{X}\in C)$, the probability of correctly rejecting that null. For a randomized test function $\phi (\mathbf{x})\in [0,1]$, replace these by ${\mathbb{E}}_0\phi$ and ${\mathbb{E}}_1\phi$.