Exercise 5. Assume that we have observed the following values from a normal distribution with known variance o2 = and unknown mean . 1.23 -0.67 1.16 1.67 0.24 2.99 0.02 ..17 0.27 ..21. Test the hypothesis Fo: = 0 against the alternative H₁: 0 at significance level a = 5%.

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Exercise 5. Assume that we have observed the following values from a normal distribution with
known variance o2 = and unknown mean .
1.23 -0.67 1.16 1.67 0.24 2.99 0.02 ..17 0.27 ..21.
5%.
Test the hypothesis Ho: = 0 against the alternative H₁: 0 at significance level a =
Exercise 6. Let 0> 0 and XU[0,0], i.e. X is uniformly distributed on the interval [0,0].
a) As a function of 0, determine P(X ≤ 1).
b) Assume that is unknown, but we can observe X. For given 00, we want to test the
hypothesis H: 020 against the alternative H₁: 0 < 0o. Consider the test which rejects
Ho, if and only if X < c. How should we choose c, as a function of 00 and a, to get a test
with significance level a? Carefully justify your answer.
Transcribed Image Text:Exercise 5. Assume that we have observed the following values from a normal distribution with known variance o2 = and unknown mean . 1.23 -0.67 1.16 1.67 0.24 2.99 0.02 ..17 0.27 ..21. 5%. Test the hypothesis Ho: = 0 against the alternative H₁: 0 at significance level a = Exercise 6. Let 0> 0 and XU[0,0], i.e. X is uniformly distributed on the interval [0,0]. a) As a function of 0, determine P(X ≤ 1). b) Assume that is unknown, but we can observe X. For given 00, we want to test the hypothesis H: 020 against the alternative H₁: 0 < 0o. Consider the test which rejects Ho, if and only if X < c. How should we choose c, as a function of 00 and a, to get a test with significance level a? Carefully justify your answer.
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