Uniformly Most Powerful Test

Uniformly Most Powerful Test

In statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power 1 − β among all possible tests of a given size α. For example, according to the Neyman–Pearson lemma, the likelihood-ratio test is UMP for testing simple (point) hypotheses.

Read more about Uniformly Most Powerful Test:  Setting, Formal Definition, The Karlin-Rubin Theorem, Important Case: The Exponential Family, Example, Further Discussion

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