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Question

Statistics Question on Univariate Distributions

Let 𝑋 be a random variable having a probability density function
f(x;θ)={(3θ)x2θif 0<x<1, 0,Otherwisef(x; θ) =\begin{cases} (3-θ){x^2-θ} & \quad \text{if }0<x<1,\\\ 0, & \quad Otherwise \end{cases}
where 𝜃 ∈ {0, 1}. For testing the null hypothesis 𝐻0 : 𝜃=0 against 𝐻1 : 𝜃=1, the power of the most powerful test, at the level of significance 𝛼=0.125, equals

A

0.15

B

0.25

C

0.35

D

0.45

Answer

0.25

Explanation

Solution

The correct option is (B): 0.25