Suppose that X1,...,Xn form a random sample

Chapter 9, Problem 11

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Suppose that X1,...,Xn form a random sample from the normal distribution with unknown mean and known variance 1, and it is desired to test the following hypotheses: H0: 0, H1: > 0. Suppose also that it is decided to use a UMP test for which the power is 0.95 when = 1. Determine the size of this test if n = 16.

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