Suppose y1, ... yn ~ iid N(0, sigma^2), Ho: sigma = sigma0 Ha: sigma = sigma1. ...

Suppose y1, ... yn ~ iid N(0, sigma^2),

Ho: sigma = sigma0
Ha: sigma = sigma1. where sigma0 < sigma1

Test rejects Ho when T(y) = Sum(yi^2) is large.

Find rejection region for the test for a specified level of alpha

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Expert Solution

orchestra answered 1 year ago

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