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Let Y_1, … , Y_n be a random sample from a normal distribution with unknown mu...

Let Y_1, … , Y_n be a random sample from a normal distribution with unknown mu and unknown variance sigma^2. We want to test H_0 : mu=0 versus H_a : mu !=0. Find the rejection region for the likelihood ratio test with level alpha.

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TOPIC: Likelihood ratio test.

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