Suppose that we wish to test H0: 0 versus , where the population is normal with known
Chapter 9, Problem 9-149(choose chapter or problem)
Suppose that we wish to test H0: 0 versus , where the population is normal with known . Let , and define the critical region so that we will reject H0 if or if where z0 is the value of the usual test statistic for these hypotheses. (a) Show that the probability of type I error for this test is . (b) Suppose that the true mean is . Derive an expression for for the above test.
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