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A random sample from a normal population yields (80.0, 110.0) as a 95% confidence interval for µ. Which of the following are true? (All tests are two-sided.)
I) At any α < 0.05 we can reject H0 : µ = 111.
II) The numerical value 109.0 may not lie within the 99% confidence interval for µ.
III) The P-value here for testing H0 : µ = 105 is < 0.05.
Please explain your reasoning.
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