GATE 2025 ST – Question 20
X has density f₀=1 on [0,1] or f₁=1 on [1,2], zero elsewhere. Let φ be a most powerful level-.05 test of f₀ against f₁. Which is necessary?
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Correct answer: (B) E_f₁φ=1
Explanation
The test rejecting X>1 has null rejection zero and alternative power 1. Therefore any most powerful test must attain power 1, proving **B**. Its size need not exhaust .05, and additional null-support rejection can be added without changing power, so A,C are not necessary.
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