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p_{1} = P_{θ = 0} (Z_{1} \sqrt{I_{1}} \geq 4.71423) = 0.00915

p_{1} = P_{θ = 0} (Z_{1} \sqrt{I_{1}} \geq 4.71423) = 0.00915

\[ p_{1} = P_{\theta =0} ( Z_{1} \sqrt {I_{1}} \geq 4.71423 ) = 0.00915 \]