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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 μ\mu and variance 1 yield the sample mean of 0.16. Let Φ(⋅)\Phi(\cdot) be the cumulative distribution function of the standard normal random variable. It is given that Φ(2.28)=0.989\Phi(2.28) = 0.989, Φ(1.96)=0.975\Phi(1.96) = 0.975, Φ(1.64)=0.95\Phi(1.64) = 0.95. If the likelihood ratio test of size 0.05 is used to test H0:μ=0H_0: \mu = 0 against H1:μ≠0H_1: \mu \ne 0, then the power of the test at the sample mean equals ____________ (rounded off to three decimal places).

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