Suppose X is a random variable that, under hypothesis H0, has PDF
fX(x | H0) = {(2/3)(x + 1), 0 <= x <= 1; 0, otherwise}
and, under hypothesis H1, has PDF
fX(x | H1) = {1, 0 <= x <= 1; 0, otherwise}
(a) Find the Bayes rule and minimum Bayes risk for testing H0 versus H1 with uniform costs (i.e., C00 = C11 = 0 and C10 = C01 = 1) and equal priors (i.e., p0 = p1 = 1/2).
(b) Find the Neyman-Pearson rule for false-alarm probability alpha in (0, 1). Calculate the corresponding detection probability.