Let X1, ,Xn be a simple random sample from a normal(, 2) population, and consider testing the hypothesis H0 0 versus Ha 0 by rejecting H0 if 0 does not lie inside the (1)100 T CI for Express this RR in terms of a test statistic, and show that the level of significance is

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Question: Let X1, . . . ,Xn be a simple random sample from a normal(, 2) population, and consider testing the hypothesis H0 : =

Let X1, . . . ,Xn be a simple random sample from a normal(μ, σ2) population, and consider testing the hypothesis H0 : μ = μ0 versus Ha : μ ̸= μ0 by rejecting H0 if

μ0 does not lie inside the (1−α)100% T CI for μ. Express this RR in terms of a test statistic, and show that the level of significance is α.

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