Additional detail: where theta is an unknown parameter.

Question 1. Observations (X1, X2, .... >100 ) be an independent random sample from n(0, 0.09), where is an unknown parameter. Consider the following hypothesis testing Ho: 0 - 1.2 versus H, : 0 # 1.2. Suppose the rejection region is given by (X - 1.2| > 0.0588. a) Compute the level of significance. [b) What is the probability of type II error in terms of 0? C Suppose that we observe X = 1.26, calculate the p-value