Let denote a random sample from a normal populationdistribution with a known value of

Chapter 8, Problem 13

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Let denote a random sample from a normal populationdistribution with a known value of s.a. For testing the hypotheses versus(where m0 is a fixed number), show that thetest with test statistic and rejection regionhas significance level .01.b. Suppose the procedure of part (a) is used to testversus . If ,and , what is the probability of committing a type Ierror when ? When ? In general, what canbe said about the probability of a type I error when theactual value of m is less than m0? Verify your assertion.

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