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Q133Section III (Statistics)133 of 180

Existence of UMP tests: one-sided versus two-sided

Consider the testing problems for μ\mu based on a sample from N(μ,1)N(\mu,1):

P1:H0:μ=μ0 vs H1:μ>μ0,P2:H0:μ=μ0 vs H1:μ≠μ0.P_1: H_0:\mu=\mu_0 \text{ vs } H_1:\mu>\mu_0, \qquad P_2: H_0:\mu=\mu_0 \text{ vs } H_1:\mu\neq\mu_0 .

The UMP level α\alpha test exists:

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