A random sample of size n from a normal population with, Basic Statistics

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A random sample of size n from a normal population with

Show that if μ₁ ₀ in Example 4, the Ney man- Pearson lemma yields the critical region

Example 4

A random sample of size n from a normal population with σ² = 1 is to be used to test the null hypothesis μ = μ₀against the alternative hypothesis μ = μ₁, where μ₁ > μ₀. Use the Ney man-Pearson lemma to find the most powerful critical region of size α.

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