Timeline for UMP test for Bernoulli distribution one sample
Current License: CC BY-SA 4.0
3 events
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Jul 3 at 23:21 | comment | added | tychonovs-scholar | @Henry, yes this what I essentially concluded, but I thought I missed something. Thank you for your insight! I will try to construct an UMP test, for any $\alpha$, with more than one sample. | |
Jul 3 at 23:03 | comment | added | Henry | One flip of a coin is not really enough to distinguish between the two hypotheses. You essentially have three possible strategies: $2 \le c$ in which case you never reject $H_0$ and $\alpha=0$, $\frac23 \le c \lt 2$ in which case you reject $H_0$ if $x=1$ but not if $x=0$ so $\alpha = \frac14$, or $c \lt \frac23$ in which case you always reject $H_0$ and $\alpha=1$. | |
Jul 3 at 22:43 | history | asked | tychonovs-scholar | CC BY-SA 4.0 |