Question: Let X 1 ,X 2 ,...,X n be a random sample from a N(, 2 ) distribution, where is unknown but is known.

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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