Question: 5. (20 points) For a random sample X,..., X, from a N(0,) population, suppose a test of Ho = 0 versus H: 0= 01,

5. (20 points) For a random sample X,..., X, from a N(0,)

5. (20 points) For a random sample X,..., X, from a N(0,) population, suppose a test of Ho = 0 versus H: 0= 01, where 0 c. For a given value of a, the size of the type I error, show how the value of c is determined.

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