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Q22Section A (Section A)22 of 60

Power of the most powerful test between two uniforms

Let XX be a random variable having a probability density function f∈{f0,f1}f\in\{f_0,f_1\}, where

f0(x)={1,0≤x≤1, 0,otherwiseandf1(x)={12,0≤x≤2, 0,otherwise.f_0(x)=\begin{cases}1, & 0\le x\le1,\ 0, & \text{otherwise}\end{cases}\quad\text{and}\quad f_1(x)=\begin{cases}\frac12, & 0\le x\le2,\ 0, & \text{otherwise.}\end{cases}

For testing the null hypothesis H0:f≡f0H_0:f\equiv f_0 against H1:f≡f1H_1:f\equiv f_1, based on a single observation on XX, the power of the most powerful test of size α=0.05\alpha=0.05 equals

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