Performing Hypothesis Tests: Means: Videos & Practice Problems

Generate $100$ independent simple random samples of size $n=25$ from a normal population with mean $\mu =0$ and known standard deviation $\sigma =5$. Perform two-sided tests of $H_0:\mu =0$ versus $H_1:\mu \ne 0$ at a significance level $\alpha =0.01$. What are the approximate expected number of rejections and the standard deviation of the number of rejections under the null hypothesis?