Question: Let Y1,Y2,...,Yn be independent and identically distributed random variables from a Normal distribution with mean ? and variance ?2, both unknown. While we cannot obtain

Let Y1,Y2,...,Yn be independent and identically distributed random variables from a Normal distribution with mean ? and variance ?2, both unknown. While we cannot obtain a uniformly most powerful rejection region for the hypothesis test H0 : ? = ?0 and Ha : ?

Y Y - ~ N (0, 1 ) S TL

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