Let Y1, Y2,..., Y20 be a random sample of size n = 20 from a normal distribution with

Chapter 10, Problem 10.91

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Let Y1, Y2,..., Y20 be a random sample of size n = 20 from a normal distribution with unknown mean and known variance 2 = 5. We wish to test H0 : = 7 versus Ha : > 7. a Find the uniformly most powerful test with significance level .05. b For the test in part (a), find the power at each of the following alternative values for : a = 7.5, 8.0, 8.5, and 9.0. c Sketch a graph of the power function.

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