Please only answer question 10. Question 9 is given as reference
to the problem in question 10.
Please Only Answer Question 10 Question 9 Is Given As Reference To The Problem In Question 10 1 (38.41 KiB) Viewed 35 times
9. (Exercise 8.3.21 from edition 8 of the textbook) Suppose X₁,..., Xn is a random sample on X which has a N(µ, o) distribution, where of is known. Consider the two-sided hypotheses Hoμ = 0 versus H₁ : μ‡ 0. Show that the test based on the critical region C = {|X|> %a/2√√/o/n} is an unbi- ased level a test.
10. (Exercise 8.3.22 from edition 8 of the textbook) Assume the same situation as in the Exercise 8.3.21 (Problem 9) but consider the test with critical region C* = = {X > Zavo/n}. Show that the test based on C* has significance level a but that it is not an unbiased test.
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