In Example 8 7 3, find the most powerful test for testing 0 against a fixed alternative a and compute the power of this test The least favorable distribution puts mass one at the point a, where a minimizes( a) 1( a) over

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Question: In Example 8.7.3, find the most powerful test for testing 0 against a fixed alternative = a and compute the power of

In Example 8.7.3, find the most powerful test for testing θ ∈ 0 against a fixed alternative θ = a and compute the power of this test. [The least favorable distribution puts mass one at the point θa, where θa minimizes(θ −

a)−1(θ −

a) over θ.]

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