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X1, . .., Xn is an i.i.d. sample from N(0, o2), where both O E R and o2 > 0 are unknown. Sample size n

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X1, . .., Xn is an i.i.d. sample from N(0, o2), where both O E R and o2 > 0 are unknown. Sample size n = 25, the value of the sample mean X is X =n-> Xi=0.8, $2 = (n -1)-1> (Xi - X)2 = 2.56. Consider hypotheses Ho : 0 = 0 vs H+ : 0 > 0 (a) (2 points) Let a = 0.05. Construct a test for testing Ho against Hit at significance level a, using Student's Theorem. (b) (1 point) Find power function for the constructed test

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