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Mar 28, 2020 at 8:44 comment added Chaos Manor The rnorm() function accept standard deviation (and not variance) as third parameter. Therefore we should say: If you increase standard deviation to 5, you will see about 2% error as Type II error.
Apr 29, 2015 at 19:43 comment added breezeintopl Thank you so much for your answer! So if I want to find the minimum sum of T1 and T2 error, I need to try all the possible "0.05", say from 0.01 to 0.99, right? And ideally, the theoretical minimum occurs at $\frac{\mu_0+\mu_1}{2}=1$. So we expect that the simulated minimum value of the sum occurs around the cutoff probability corresponds to $\mu=1$, right?
Apr 29, 2015 at 19:15 vote accept breezeintopl
Apr 29, 2015 at 8:22 history answered overwhelmed CC BY-SA 3.0