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Q69Section III (Statistics)69 of 84

Small ∑Xi2\sum X_i^2 is evidence of a small σ\sigma

For testing H0:σ=σ0H_0:\sigma=\sigma_0 in a normal population N(0,σ2)N(0,\sigma^2), the critical region is obtained as ∑Xi2<K\sum X_i^2<K. For which alternative hypothesis does this provide a UMP test?

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