(Solution) - Let X1 Xn be a random sample from a n -(2025 Original AI-Free Solution)
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Let X1,..., Xn be a random sample from a n(?, ?2) population. Consider testing
H0: ? ? ?0 versus H1 : ? > ?0.
Let m denote the sample mean of the first m observations, X1,... ,Xm, for m = l,...,n. If 2 is known, show that for each m = 1 ,...,n, the test that rejects H0 when
m > ?0 + z???2/m
is an unbiased size ? test. Graph the power function for each of these tests if n = 4.