Question: Let X G ( , ), with = 2 and an unknown parameter . (a) We consider a sample x 1 , x 2 ,

Let X G(, ), with = 2 and an unknown parameter .

(a) We consider a sample x1, x2, . . . , x16 generated by X. How large should the sample

mean x be so that for a two-sided test with H0 : = 0 the corresponding p-value will be

larger than 0.05?

(b) How will your result in (a) change if we increase the sample size to n = 64?

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