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Q17Section I (Objective (Q1–Q80))17 of 79

Statistical Inference — UMP test critical region

Let XX be a random variable with pdf f(x,θ)=2θx+1−θf(x,\theta)=2\theta x+1-\theta, 0<x<10<x<1, −1≤θ≤1-1\le\theta\le1. Based on a sample size one, the Uniformly Most Powerful (UMP) critical region for testing H0:θ=0H_0:\theta=0 versus H1:θ>0H_1:\theta>0 at level α=0.05\alpha=0.05 is given by:

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