GATE 2020 ST – Question 57
X takes1,2,3,4,5. Under H₀ probabilities are(.10,.10,.10,.10,.60); under H₁ they are(.05,.06,.08,.09,.72). Find power of the most powerful level0.1 test (two decimals).
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Correct answer: 0.12 to 0.12
Explanation
Likelihood ratios f₁/f₀ are0.5,0.6,0.8,0.9,1.2. Reject preferentially at X=5, the largest ratio. Since its null probability is0.6, randomize rejection there with probability0.1/0.6=1/6. Power=0.72/6=0.12. Randomization is necessary to obtain the optimal exact level.
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