Suppose the population distribution is normal with known .

Chapter 8, Problem 8.84

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Suppose the population distribution is normal with known . Let be such that 0 . For testing H0: 0 versus Ha: 0, consider the test that rejects H0 if either z z or z z , where the test statistic is Z (X0)/ (/n). a. Show that P(type I error) . b. Derive an expression for ( ). [Hint: Express the test in the form reject H0 if either x c1 or c2.] c. Let 0. For what values of (relative to ) will (0 ) (0 )? 85. After a pe

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