Question: Given a random sample of size n from a normal population with = 0, use the Neyman-Pearson lemma to construct the most powerful critical

Given a random sample of size n from a normal population with µ = 0, use the Neyman-Pearson lemma to construct the most powerful critical region of size α to test the null hypothesis σ = σ0 against the alternative σ = σ1 > σ0.

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