Let X1, . . . , Xn denote a random sample from a normal

Chapter 8, Problem 8.13

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Let X1, . . . , Xn denote a random sample from a normal population distribution with a known value of . a. For testing the hypotheses H0: 0 versus Ha: 0 (where 0 is a fixed number), show that the test with test statistic Xand rejection region x 0 2.33/n has significance level .01. b. Suppose the procedure of part (a) is used to test H0: 0 versus Ha: 0. If 0 100, n 25, and 5, what is the probability of committing a type I error when 99? When 98? In general, what can be said about the probability of a type I error when the actual value of is less than 0? Verify your assertion. 14. Reconsider the situa

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