For the process given in Problem 17 1, construct an LM test of the hypotheses H0 1 2, A11 A12, 1 2 against H1 1 2, A11 A12, 1 2 Provide an explicit expression for the LM statistic

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Question: For the process given in Problem 17.1, construct an LM test of the hypotheses H0 : 1 = 2, A11 = A12, 1 = 2

For the process given in Problem 17.1, construct an LM test of the hypotheses H0 : ν1 = ν2, A11 = A12, Σ1 = Σ2 against H1 : ν1 = ν2, A11 = A12, Σ1 =Σ2.

Provide an explicit expression for the LM statistic.

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