Return to the situation described in Example 9.1.17. Suppose that we wish to test the hypotheses H0:
Question:
H0: μ ≥ μ0,
H1: μ<μ0 (9.1.27)
at level α0. It makes sense to reject H0 if Xn is small. Construct a one-sided coefficient 1− α0 confidence interval for μ such that we can reject H0 if μ0 is not in the interval. Make sure that the test formed in this way rejects H0 if n is small.
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Related Book For 
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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