Let $X$ be a random variable following a symmetric distribution with variance 1.
Let $m$ be the median.
Now, take a random sample of size $n$ and define $Z:= \sqrt{n} \overline{X}$.
We wish to test the following hypotheses: \begin{align*} H_0 : m &= 0 \\ H_1 : m &< 0 \end{align*}
Determine a test based on $Z$ with significance level $0.05$.
I don't know how to use the facts that we have been given to help me, but I do know that I'm trying to find a critical region $(-\infty, c)$ such that $\mathbb{P}(Z \leq c) = 0.05$.
Can anyone help me?
:)