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Uniformly most powerful test
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Mathematics
Area of mathematics
Probability and statistics
Statistical model
Statistical modelling
Statistical hypothesis testing
Created
2026-09-24
Updated
2026-09-24
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A
level-
α
test
is uniformly most powerful when its
power
is at least that of every other level-
α
test
at every
parameter
value in the alternative.
Table of contents
Crossing-power obstruction to a uniformly most powerful test
Uniformly most powerful test
Crossing-power obstruction to a uniformly most powerful test
0
0
0
Uniformly most powerful test
If two
tests
have the same
size
and each has strictly greater
power
than the other at some alternative, neither
test
is uniformly most powerful.
Ancestors
(7)
Statistical hypothesis testing
Statistical modelling
Statistical model
Probability and statistics
Area of mathematics
Mathematics
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Karlin-Rubin theorem
Most powerful test
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2002
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ib
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Paper 2
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3H
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Solution
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2006
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ib
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Paper 2
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19C
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Past exam of the mathematics course of the University of Cambridge
/
2008
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ii
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Paper 2
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27I
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2017
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ib
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Paper 4
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19H
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b
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Solution
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2019
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ib
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Paper 1
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19H
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c
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Past exam of the mathematics course of the University of Cambridge
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2021
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ib
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Paper 1
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18H
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d
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ib
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Uniformly most powerful test for an exponential rate
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