(50 points) Suppose Y1,...,Y, is a random sample of size n = 10 from a normal population with mean O and variance o2 (un
Posted: Mon May 09, 2022 12:38 pm
(50 points) Suppose Y1,...,Y, is a random sample of size n = 10 from a normal population with mean O and variance o2 (unknown). (a) Find the most powerful test with significance level 0.05 to test Ho : o2 = 2 vs. He : 02 = 1. (b) Under the alternative hypothesis in (a), find B, the probability of the type II error. Further, find the power of the test in this situation. (c) Suppose that we observe Di=ı y = 4. Is there enough evidence to conclude that the random sample is drawn from a standard normal distribution at the significance level a = 0.05? (d) Find a when the rejection region in (a) is RR = {C}=1y<6), n = 10. i=