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Q40Section B (Section B)40 of 60

Power function of normal mean test

Let X1,X2,…,XnX_1, X_2, \dots, X_n (n>1n>1) be a random sample from a N(μ,1)N(\mu, 1) distribution, where μ∈R\mu\in\mathbb{R} is unknown. Let 0<α<10 < \alpha < 1. To test the hypothesis H0:μ=0H_0: \mu=0 against H1:μ=δH_1: \mu=\delta, where δ>0\delta > 0 is a constant, let β\beta denote the power of the size α\alpha test that rejects H0H_0 if and only if 1n∑i=1nXi>cα\frac{1}{n}\sum_{i=1}^n X_i > c_\alpha, for some constant cαc_\alpha. Then which of the following statements is/are true?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

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