Question: Let X=(X 1 , X 2 ,...., X 8 ) be a random sample taken from population has normal distribution N( 0 , sigma 2
Let X=(X1 , X2 ,...., X8) be a random sample taken from population has normal distribution N( 0 , sigma2 ). We want to test H0 : sigma = 0.5 against H1 : sigma not equal 0.5 and if the test is reject H0 if summation Xi2 > 5.025 or summation Xi2 < 0.4125 . Find the size of the critical region and the power function of the test.
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