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 {\displaystyle 1-\beta } 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.

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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 {\displaystyle 1-\beta } 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.

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Source: Wikipedia "Uniformly most powerful test" · CC BY-SA 4.0

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