9. Consider a test of H0 : = 0 versus H1 : = 0 for

9. Consider a test of H0 : θ = θ0 versus H1 : θ = θ0 for the model of Section 14.3.1. Suppose that the observed value of 2τ /θ0 is v. Show that the hypothesis should be rejected at significance level α whenever α is less than the p-value given by

where χ2 2r is a chi-square random variable with 2r degrees of freedom.

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p-value = 2 min(P(x < v), 1- P(x < v})