Question: Suppose that a random sample of 10 observations X1, . . . , X10 is taken from the normal distribution with unknown mean and

Suppose that a random sample of 10 observations X1, . . . , X10 is taken from the normal distribution with unknown mean μ and unknown variance σ2, and it is desired to test the following hypotheses:
H0: σ2 ≤ 4,
H1: σ2 > 4.
Suppose that a test of the form described in Exercise 8 is to be carried out at the level of significance α0 = 0.05. If the observed value of S2n is 60, should the hypothesis H0 be rejected or not?

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