題組內容
5. (8%) Let X be a sample of size 1 from a population P.
(a) (4%) Find a uniformly most powerful (UMP) test of size \( \alpha \in (0, \frac{1}{4}) \) for \( H_0: P = P_0 \) versus \( H_1: P = P_1 \), where \( P_0 \) is \( N(0,1) \) and \( P_1 \) is the double exponential distribution with the p.d.f. \( \frac{1}{4}e^{-|x|/2} \). [Hint: \( \int_{1}^{\infty} \frac{1}{\sqrt{2\pi}} e^{-x^2/2} dx \approx 0.1587 \)]