Q64Section ST (Statistics (Q11–Q65))64 of 65
Power of an LRT at the observed mean
Let a random sample of size 4 from a normal population with unknown mean and variance 1 yield the sample mean of 0.16. Let be the cumulative distribution function of the standard normal random variable. It is given that , , . If the likelihood ratio test of size 0.05 is used to test against , then the power of the test at the sample mean equals ____________ (rounded off to three decimal places).
Numerical answer: type the number (no options).
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