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A theorem stating that likelihood ratio test is the most powerful test of point null hypothesis against point alternative hypothesis. DO NOT use this tag for Neyman-Pearson approach to hypothesis testing, this tag is for the lemma only.
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Show a composite test is the most powerful after deriving a similar most powerful simple test
Let $X$ be a real-valued random variable with density $f(x) = (2\theta x + 1 - \theta) \mathbb{1}(x \in [0,1])$ where $1$ here is the indicator function and $-1 < \theta < 1$. I am trying to derive th …