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In: Statistics and Probability

Let X1, . . . , Xn ∼ iid N(θ, σ2 ), with one-sided hypotheses H0...

Let X1, . . . , Xn ∼ iid N(θ, σ2 ), with one-sided hypotheses H0 : θ ≤ θ0 vs H1 : θ > θ0. (a) If σ^2 is known, we can use the UMP size-α test. Find the formula for the P-value of this test.

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