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Uniformly most powerful test
open-in-new
<p>In <a href="/facts/Statistical_hypothesis_testing/yv9RPF6U">statistical hypothesis testing</a>, a uniformly most powerful (UMP) test is a <a href="/facts/Statistical_hypothesis_testing/yv9RPF6U">hypothesis test</a> which has the greatest <a href="/facts/Statistical_power/5KU54nW1">power</a> 1 − β {\displaystyle 1-\beta } among all possible tests of a given <a href="/facts/Size_(statistics)/KxpffARn">size</a> <i>α</i>. For example, according to the <a href="/facts/Neyman%E2%80%93Pearson_lemma/FdHmoH6c">Neyman–Pearson lemma</a>, the <a href="/facts/Likelihood-ratio_test/oFqLh3R0">likelihood-ratio</a> test is UMP for testing simple (point) hypotheses. </p>