Skip to content
Q10Section A (Section A)10 of 60

Power of MP test for power-law density

Let XX be a random variable having a probability density function f(x;θ)={(3−θ)x2−θ,if 0<x<1, 0,otherwise,f(x; \theta)=\begin{cases} (3-\theta)x^{2-\theta}, & \text{if }0 < x < 1, \ 0, & \text{otherwise,} \end{cases} where θ∈{0,1}\theta\in\{0, 1\}. For testing the null hypothesis H0:θ=0H_0: \theta=0 against H1:θ=1H_1: \theta=1, the power of the most powerful test, at the level of significance α=0.125\alpha=0.125, equals

Options

Pick an option to check your answer.