Assume that same situation as in the last exercise but consider the test with critical region C X 2 0 nz Show that the test based on C has significance level but that it is not an unbiased test

Question: Assume that same situation as in the last exercise but consider the test with critical region C = { X > 2 0

Assume that same situation as in the last exercise but consider the test with critical region C^∗ = { ‾X > √σ²₀/nz_α}. Show that the test based on C^∗ has significance level α but that it is not an unbiased test.

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