Let Y1, Y2, . . . , Y20 be a random sample of size n =

Chapter 10, Problem 91E

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Problem 91E

Let Y1, Y2, . . . , Y20 be a random sample of size n = 20from a normal distribution with unknown mean μ and known variance σ 2 = 5. We wish to test H0 : μ = 7 versus Ha :μ > 7.

a Find the uniformly most powerful test with significance level .05.

b For the test in part (a), find the power at each of the following alternative values for μ : μa = 7.5, 8.0, 8.5, and 9.0.

c Sketch a graph of the power function.

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