Let X1, ..., Xn be i.i.d. from N(µ, σ2) with unknown µ and σ2. Consider the problem of testing H0; µ = 0 versus H1; µ ≠ 0 and the group of transformations gc(Xi) = cXi, c ≠ 0.
(a) Show that the testing problem is invariant under G.
(b) Show that the one-sample two-sided t-test in §6.2.3 is a UMPI test.