Question: If X1, . . . , Xn is a sample from a normal population having unknown parameters and 2, devise a significance level

If X1, . . . , Xn is a sample from a normal population having unknown parameters

μ and σ2, devise a significance level α test of H0 = σ2 ≤ σ2 0

versus the alternative H1 = σ2 > σ2 0

for a given positive value σ2 0 .

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