Question: Let X be N(0, ) and, in the notation of this section, let ' = 4, '' = 9, a = 0.05, and

Let X be N(0, θ) and, in the notation of this section, let θ' = 4, θ'' = 9, α_a = 0.05, and β_a = 0.10. Show that the sequential probability ratio test can be based upon the statistic Σⁿ₁ X²_i . Determine c₀(n) and c₁(n).

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