A random variable X is characterized by a normal PDF with

Chapter , Problem 20

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A random variable X is characterized by a normal PDF with mean 1-0 = 20, and a variance that is either u5 = 16 (hypothesis Ho) or u = 25 (hypothesis Hd. We want to test Ho against HI , using three sample values XI, X 2 , X3 , and a rejection region of the form for some scalar 'Y. Determine the value of 'Y so that the probability of false rejection is 0.05. What is the corresponding probability of false acceptance?

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