9.7 (a) Find the $1-\alpha$ confidence set for $a$ that is obtained by inverting the LRT of $H_0: a=a_0$ versus $H_1: a eq a_0$ based on a sample $X_1, \ldots, X_n$ from a $\mathrm{n}(\theta, a \theta)$ family, where $\theta$ is unknown. (b) A similar question can be asked about the related family, $\operatorname{the}\left(\theta, a \theta^2 ight)$ family. If $X_1, \ldots, X_n$ are iid $\mathrm{n}\left(\theta, a \theta^2 ight)$, where $\theta$ is unknown, find the $1-\alpha$ confidence set based on inverting the LRT of $H_0: a=a_0$ versus $H_1: a eq a_0$