Solution
= Solution
By (iv) and the union bound, $P(T\ge t)\le p_1e^{-t^2/2}$. Setting $t=\sqrt{2\log(p_1/\alpha)}$ bounds the size by $\alpha$.
= Solution
By (iv) and the union bound, $P(T\ge t)\le p_1e^{-t^2/2}$. Setting $t=\sqrt{2\log(p_1/\alpha)}$ bounds the size by $\alpha$.