Question: = = 4. (15 points) Consider the normal distribution N(0, 0), where 0 > 0 is the parameter. Sup- pose we have simple hypotheses
= = 4. (15 points) Consider the normal distribution N(0, 0), where 0 > 0 is the parameter. Sup- pose we have simple hypotheses Ho: 0 o, H :0 01, where 01 00. Suppose we perform hypothesis testing based on n i.i.d. samples. Derive, for each confidence level a = (0, 1), the optimal critical region Ca given by the Neyman-Pearson lemma. Note: You also need to give an expression of any critical value involved.
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