Question: 9.4 Let X1, ..., Xn be a random sample from a n(0, x ), and let Y1, . .., Ym be a random sample from

9.4 Let X1, ..., Xn be a random sample from a n(0, x ), and let Y1, . .., Ym be a random sample from a n(0, op ), independent of the Xs. Define A = ov /ox. (a) Find the level a LRT of Ho: A = do versus H1: d # do. (b) Express the rejection region of the LRT of part (a) in terms of an F random variable. (c) Find a 1 - a confidence interval for A

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