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Consider the confidence interval found in Exercise 5 in Sec. 8.5. Find the collection of hypothesis tests that are equivalent to this interval. That is, for each c > 0, find a test δc of the null hypothesis H0, c: σ2 = c versus some alternative such that δc rejects H0,c if and only if c is not in the interval. Write the test in terms of a test statistic T = r(X) being in or out of some nonrandom interval that depends on c. |
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