Question: A 95% confidence interval is computed from an independent random sample x1, x2, . . . , xn taken from a normal popu- lation with

A 95% confidence interval is computed from an independent random sample x1, x2, . . . , xn taken from a normal popu- lation with known standard deviation . Show that the p-value of the hypothesis test H0 : = 0 against Ha : = 0 will be larger than 0.05 if 0 is contained in the 95% confidence interval

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