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Q150Section III (Statistics)150 of 190

Nested rejection regions across significance levels

A random variable X follows N(μ,1)N(\mu,1) distribution. A conventional test based on sample mean is used to test the hypothesis H0:μ=μ0H_0:\mu=\mu_0 against H1:μ=μ1>μ0H_1:\mu=\mu_1>\mu_0. Consider the statements: (i) If H0H_0 is rejected at α=0.05\alpha=0.05, it is also rejected at α=0.10\alpha=0.10. (ii) If H0H_0 is accepted at α=0.05\alpha=0.05, it is also accepted at α=0.01\alpha=0.01.

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