8.21 Let X1,...,Xn be a random sample from a normal distribution with unknown variance 2. Obtain the likelihood ratio for testing H0 : =

8.21 Let X1,...,Xn be a random sample from a normal distribution with unknown variance σ2. Obtain the likelihood ratio for testing H0 : μ = μ0, Ha : μ = μ0.

Hint: Note that in this case the parameter space Θ = {(μ, σ2) | μ ∈ R, σ2 > 0} is two dimensional, while Θ0 = {(μ, σ2) | μ = μ0, σ2 > 0} is one dimensional.