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In: Statistics and Probability

A single observation X from a normal population is used to test the null hypothesis H0:(μ=2,σ2=4)...

A single observation X from a normal population is used to test the null hypothesis H0:(μ=2,σ2=4) against H1:(μ=1,σ2=2).

Construct the most powerful critical region of size α=0.05 for this test.

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