Uniformly most powerful test
In statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power 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.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.