Let X1,..., Xn be a random sample from a n(, 2) population. (a) If is unknown
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(a) If μ is unknown and σ2 is known, show that Z = √n( - μ0)/σ is a Wald statistic for testing H0: μ = μ0.
(b) If σ2 is unknown and μ is known, find a Wald statistic for testing H0: σ = σ0.
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