Question: Please the answer the following question manually (This is the whole question, please don't comment Missing graph, data or other material) Let X1, ..., Xn

Please the answer the following question manually

(This is the whole question, please don't comment "Missing graph, data or other material")

Please the answer the following question manually (This is the whole question,

Let X1, ..., Xn be a random sample from a N(0, o2) population with pdf f (x 10, 02) = 1 V27102 expl- (x - 0)2/ (202) ]. Consider testing Ho : 0 00. (a) If o2 known, show that the test that rejects Ho when X > 0 + ZaVo2, is a test of size a. (b) Show that the test in part (a) can be derived as a likelihood ratio test (LRT). (c) Show that the test in part (a) is a UMP test. (d) If o2 unknown, show that the test that rejects Ho when X > 0 + tn-1,a \\ S2, is a test of size a. (e) Assume o2 = 1 is known. Find the most powerful level a = 0.05 test of Ho : 0 = 0 versus H1 : 0 = 1. (Hint: Use the Neyman-Pearson Lemma)

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