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4. Suppose that we have X1, · · · Xn iid∼ N(µ, σ2 ) (a) Derive...

4. Suppose that we have X1, · · · Xn iid∼ N(µ, σ2 )

(a) Derive a 100(1 − α)% confidence interval for σ 2 when µ is unknown.

(b) Derive a α−test for σ 2 when hypotheses is given as:

H0 : σ^2 = σ^2sub0 vs H1 : σ^2 < σ^2sub0 .

where σ 2 0 > 0 and µ is unknown.

I am particularly struggling with b. Part a I could do.

Math   Statistics-And-Probability   
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