A personal hearing aid (1) is adapted to be carried at the head of a person. The hearing aid comprises an EEG sensor part having electrodes (3) for measuring EEG responses from said person. The hearing aid comprises an EEG signal analyzer (5, 5′) adapted for having an EEG signal transferred from the EEG sensor part, and adapted for monitoring the EEG response. The hearing aid (1) further comprises EEG stimuli controlling means adapted for performing at least one of the following: providing a stimulus to the person, requesting the person to perform a stimuli creating act, or identifying a stimuli creating ambient sound. The hearing aid comprises EEG response detection means for identifying an induced response from the EEG response caused by the stimuli, and a classifier for deciding based on said induced response if the electrodes receive EEG responses. The invention further provides a method of adjusting a hearing aid.
