Question: For the above example (Example 8.24), find , the probability of type II error, as a function of . Example 8.24 Let X 1 ,
For the above example (Example 8.24), find β, the probability of type II error, as a function of μ.
Example 8.24
Let X1, X2,...,Xn be a random sample from a N(μ,σ2) distribution, where μ is unknown but σ is known. Design a level α test to choose between
H0: μ = μ0,
H1: μ ≠ μ0.
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