The GATE Grind

GATE Testing of Hypotheses: Most Powerful and Uniformly Most Powerful Tests – Previous Year Questions

20 GATE previous year questions on Most Powerful and Uniformly Most Powerful Tests (Testing of Hypotheses, Statistics) with answers and explanations, from every paper.

  1. GATE 2021 ST Q15 (1 mark, Multiple choice) – X₁,…,X n are iid N(0,σ²),n≥2. Let T₁=ΣX i²,T₂=X̄² and let 𝒮 be the joint density family for σ>0. Write χ² (ν,α) for the (1−α) quantile. To test σ=1…
  2. GATE 2021 ST Q62 (2 marks, Numerical answer) – A size-100 sample from N(μ,9) has mean 5.608. Given Φ(1.96)=.975 and Φ(1.64)=.95,find the p-value of the UMP unbiased test μ=5.02 against μ≠5.02,to…
  3. GATE 2021 ST Q63 (2 marks, Numerical answer) – X takes 7,8,9,10. Under p₀ the probabilities are .90,.05,.04,.01;under p₁ they are .69,.10,.16,.05. Find the power of the most-powerful size-.05 test…
  4. GATE 2022 ST Q20 (1 mark, Multiple choice) – Six iid Bernoulli(θ) observations are used to test θ=1/2 against θ>1/2 via Y=ΣX i. Observed Y=4. Find the p-value.
  5. GATE 2022 ST Q60 (2 marks, Numerical answer) – Four iid Bernoulli(θ) observations test θ=1/4 against θ>1/4 by rejecting when ΣX i>2. Let α be type-I error and γ(θ) the power. Find 16α+7γ(1/2),as an…
  6. GATE 2022 ST Q61 (2 marks, Numerical answer) – For iid N(μ,2²) observations,test μ=10 against μ=12 by rejecting for large X̄. Given Φ(1.645)=.95 and Φ(2.33)=.99,find the smallest integer sample…
  7. GATE 2023 ST Q28 (1 mark, Multiple choice) – From one observation x,test standard normal density exp(−y²/2)/√(2π) against Laplace density exp(− y )/2. Which most-powerful rejection region has the…
  8. GATE 2023 ST Q42 (2 marks, Multiple choice) – For (X,Y)∈0,1²,P(0,0)=P(1,1)=θ and P(1,0)=P(0,1)=1/2−θ,0≤θ≤1/2. Test θ=1/4 against θ=1/3 using n iid pairs. If m counts equal pairs,which…
  9. GATE 2023 ST Q64 (2 marks, Numerical answer) – One observation has CDF F(x)=0 for x<0,1−(1−x)θ for 0≤x<1,and 1 for x≥1,θ>0. Test θ=1 against θ=2 by rejecting if x<0.5. If α is the level and β the…
  10. GATE 2024 ST Q34 (1 mark, Numerical answer) – One X~N(0,σ²) tests H₀:σ²=1 against H₁:σ²=2 by the size-.05 Neyman–Pearson rule f₂(X)/f₁(X)>c. Given Φ(1.96)=.975,Φ(1.64)=.95,upper-tail χ²…
  11. GATE 2024 ST Q56 (2 marks, Multiple select) – An iid exponential-scale sample n≥2 has density e(−x/λ)/λ,x≥0,λ>0. Put T₁=ΣX i,T₂=1/T₁. Write χ² (ν,α) for the upper-tail-α quantile. Which test is…
  12. GATE 2025 ST Q20 (1 mark, Multiple choice) – 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?
  13. GATE 2025 ST Q21 (1 mark, Multiple choice) – For simple densities f₀,f₁, let φ be a most powerful level-.05 test based on X. Which is not necessarily correct?
  14. GATE 2025 ST Q43 (2 marks, Multiple choice) – X₁,X₂ are iid exponential of scale θ>0. For H₀:θ≤1 against H₁:θ>1, φ=1 (X₁>1). With S=X₁+X₂, which test has the same power function as φ?
  15. GATE 2025 ST Q62 (2 marks, Numerical answer) – X₁,X₂ are iid with density e(x−θ) for x≤θ, zero otherwise,θ∈ℝ. For H₀:θ≥0 against H₁:θ<0, let β(θ) be the power of a level-.09 UMP test. Find β(ln…
  16. GATE 2026 ST Q21 (1 mark, Multiple choice) – For testing H₀ against H₁ at level α∈(0,1), which statement holds?
  17. GATE 2026 ST Q34 (1 mark, Numerical answer) – X is uniform on (θ,θ+1),θ∈ℝ. For testing H₀:θ≤0 against H₁:θ>1, let β be the power of a level-0.05 UMP test. Find 225β (integer).
  18. GATE 2026 ST Q45 (2 marks, Multiple choice) – An iid sample n>1 has f β(x)=βe(−x)(1−e(−x))(β−1),x>0,β>0. Test H₀:β=1 against H₁:β>1 at level α. Which holds?
  19. GATE 2026 ST Q57 (2 marks, Multiple select) – From a single observation, test H₀:θ=1 against H₁:θ≠1 at level 0.05. For which density families does a UMP test exist?
  20. GATE 2026 ST Q65 (2 marks, Numerical answer) – A single X has density 2x/θ² on 0<x<θ, zero otherwise,θ>0. Test H₀:θ≤1 against H₁:θ>1 at level .05. Let β₁ be the size of a UMP test and β₂ its power…