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
Famous quotes containing the words powerful and/or test:
“The area [of toilet training] is one where a child really does possess the power to defy. Strong pressure leads to a powerful struggle. The issue then is not toilet training but who holds the reinsmother or child? And the child has most of the ammunition!”
—Dorothy Corkville Briggs (20th century)
“I am willing, for a money consideration, to test this physical strength, this nervous force, and muscular power with which Ive been gifted, to show that they will bear a certain strain. If I break down, if my brain gives way under want of sleep, my heart ceases to respond to the calls made on my circulatory system, or the surcharged veins of my extremities burstif, in short, I fall helpless, or it may be, dead on the track, then I lose my money.”
—Ada Anderson (1860?)