9.7 (a) Find the 1 - a confidence set for a that is obtained by inverting the LRT of Ho : a = do versus H1 : a # do based on a sample X1, ..., Xn from a n(0, a0) family, where 0 is unknown. (b) A similar question can be asked about the related family, the n(0, ag?) family. If X1, ..., Xn are iid n(0, a0?), where 0 is unknown, find the 1 - a confidence set based on inverting the LRT of Ho : a = do versus Hi : a * do