Question: Problem 4. Let X1, ...; Xn be independent % (-0, 0) random variables. for some positive 0. We have seen in a previous homework problem

Problem 4. Let X1, ...; Xn be independent % (-0, 0) random variables. for some positive 0. We have seen in a previous homework problem that T = max(|Xi|, ..., |Xn|) is a complete sufficient statistic. (1) Find the power function of the test 6(X ) = 1[T > 2]. (2) Find the size of this test for testing Ho : 0 do for a given do > 0. (3) For which do does the test have size .05

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