Suppose X 1 , . . . , X n is a random sample on X which
Question:
Suppose X1, . . . , Xn is a random sample on X which has a N(μ, σ20) distribution, where σ20 is known. Consider the two-sided hypotheses
H0 : μ = 0 versus H1 : μ ≠ 0.
Show that the test based on the critical region C = {|‾X| > √σ20/nzα/2} is an unbiased level α test.
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This test is more powerful than the Students t test because o...View the full answer
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Related Book For 
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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