Question: 4. Fix two vectors Mo, ul E R and a covariance matrix E E Rdxd. Consider testing between hypotheses . Ho: i.i.d. X1, ..., Xn

4. Fix two vectors Mo, ul E R and a covariance matrix E E Rdxd. Consider testing between hypotheses . Ho: i.i.d. X1, ..., Xn ~ N(Mo, E); . H1: i.i.d. X1, ..., Xn ~ N(M1, E). Find the most powerful test at significance level a E (0, 1) and determine its power

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