 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/ib/paper-1/17h/vi/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

Scale cancels in

T = max_{j} \frac{∣ X _{1 j}^{T} R ∣}{∥ R ∥} .

Because

R = σ (I - P_{0}) Z

under the null, it has exactly the requested distribution; its quantiles can be simulated without knowing

σ

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