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We are searching for a UMP. Let's assume $\theta_1 > \theta_0$.

When the test has the form: $H_o: \theta = \theta_o \hspace{10pt} H_a: \theta = \theta_1$ we can use Neyman-Pearson lemma to find the UMP.

When the test has the form: $H_o: \theta \leq \theta_o \hspace{10pt} H_a: \theta \gt \theta_0$ we can (often) use Karlin Rubin.

Now, I know we can also (often) use Karlin-Rubin for tests of the form: $H_o: \theta = \theta_o \hspace{10pt} H_a: \theta > \theta_0$

My question is this,

Under what conditions does Neyman-Pearson give the UMP for this test (Choosing any $\theta_1 > \theta_o$)

*Update

I found out that NP will give the same test, as long as the rejection region doesn't depend on $\theta_1$. I suppose an updated version of the question would be, can anybody give an example of a test, where the rejection region would depend explicitly on $\theta_1$?

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  • $\begingroup$ Your use of full stops, paragraph breaks and Capital letters was slightly ambiguous. I have edited them to be clearer to me, but may have misunderstood $\endgroup$
    – Henry
    Aug 7, 2016 at 21:28
  • $\begingroup$ That's fine, it didn't change my meaning. Thanks! $\endgroup$
    – knrumsey
    Aug 7, 2016 at 21:32
  • $\begingroup$ you can find the conditions here nowak.ece.wisc.edu/ece830/ece830_fall11_lecture10.pdf $\endgroup$
    – user83346
    Aug 9, 2016 at 6:58

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