Question

A sample from a Normal distribution with an unknown mean µ and known variance σ =...

A sample from a Normal distribution with an unknown mean µ and known variance
σ = 45 was taken with n = 9 samples giving sample mean of ¯ y = 3.6.


(a) Construct a Hypothesis test with significance level α = 0.05 to test whether the
mean is equal to 0 or it is greater than 0. What can you conclude based on the
outcome of the sample?
(b) Calculate the power of this test if the true value of the mean is µ = 3.
(c) Construct the Most Powerful Hypothesis test with significance level α = 0.05 for
testing H 0 : µ = 0 vs H a : µ = 3.
(d) Is this test also Uniformly Most Powerful Hypothesis test for testing H 0 : µ = 0
vs H a : µ > 0? Justify.

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