Question: Recall the two-stage testing procedure described in this section: First test (11.8.11) at level 0. If you reject the null hypothesis, stop. If you dont

Recall the two-stage testing procedure described in this section: First test (11.8.11) at level α0. If you reject the null hypothesis, stop. If you don’t reject the null hypothesis, then test (11.8.13). Let β0 be the conditional size of the second test given that the first test doesn’t reject the null hypothesis. Assume that both null hypotheses are true. Find the probability that this two-stage procedure rejects at least one of the null hypotheses.

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