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LetX1,...,Xnbe independent and identically distributed random variables with common densityN(0,σ2) f(x|σ2) =1/√2πσ^2 e^−x2/2σ2 Consider the testH0:σ2=...

LetX1,...,Xnbe independent and identically distributed random variables with common densityN(0,σ2) f(x|σ2) =1/√2πσ^2 e^−x2/2σ2 Consider the testH0:σ2= 1H1:σ2= 4 Find the most powerful testφ(x) of sizeα= 0.05 when n= 10. Your final answer should not contain any unknown constants.

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