Question: Let X1,..... Xn be iid n(θ, Ï2), where do is a specified value of θ and Ï2 is unknown. We are interested in testing H0:

Let X1,..... Xn be iid n(θ, σ2), where do is a specified value of θ and σ2 is unknown. We are interested in testing
H0: θ = θ0 versus H1: ‰  θ0.
(a) Show that the test that rejects Ho when
- 0> tn-1,a/2s2 /n

is a test of size a.
(b) Show that the test in part (a) can be derived as an LRT.

- 0> tn-1,a/2s2 /n

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