Question: Show that the most powerful test obtained in Example 6.2.1 is UMP for testing H0: 0 versus Ha: > a, but not

Show that the most powerful test obtained in Example 6.2.1 is UMP for testing H0: μ ≤ σ0 versus Ha: μ > μa, but not UMP for testing H0: μ = μ0 versus Ha: μ6 = σ0.

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