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Suppose X1, ..., Xn are iid N(A, 02). In the week 7 Tutorial it was noted that the statistic Y = (n - 1)$2 =
Suppose X1, ..., Xn are iid N(A, 02). In the week 7 Tutorial it was noted that the statistic Y = (n - 1)$2 = EL (X, - X)? (where X = _ _ _ X; and $2 are the sample mean and variance) has 2x_ distribution (note we are not multiplying by , as we did in the week 7 Tutorial!). Consider testing Ho: 02 = 1 against H1 : 02 # 1. (1) 1. One possible level-o test is the "equal-tailed" test based on Y', where we reject for Y b where Poly b} = (a) Taking a = 0.04 and n = 5, find appropriate values a and b. (b) Defining sig . sq= (50:150) /100 plot the power of the test against sig. sq. Add a horizontal dotted line to indicate the level
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