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Q60Section C (Section C)60 of 60

Power of the two-sided normal LRT

Let XX be a random variable having N(θ,1)N(\theta,1) distribution, where θ∈R\theta\in\mathbb{R}. Consider testing H0:θ=0H_{0}:\theta=0 against H1:θ≠0H_{1}:\theta\neq 0 at α=0.617\alpha=0.617 level of significance. The power of the likelihood ratio test at θ=1\theta=1 equals __________ (round off to two decimal places)

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