Question: Return to the situation described in Example 9.1.17. Suppose that we wish to test the hypotheses H0: 0, H1:

Return to the situation described in Example 9.1.17. Suppose that we wish to test the hypotheses
H0: μ ≥ μ0,
H1: μ<μ0 (9.1.27)
at level α0. It makes sense to reject H0 if Xn is small. Construct a one-sided coefficient 1− α0 confidence interval for μ such that we can reject H0 if μ0 is not in the interval. Make sure that the test formed in this way rejects H0 if n is small.

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