Question: 4. Let X1, ..., Xn be a random sample from an N(u, 2). Assume that o is known. At level a, we test Ho :

4. Let X1, ..., Xn be a random sample from an N(u, 2). Assume that o is known. At level a, we test Ho : M = Mo, VS. Ha : u > Mo. The likelihood ratio test (LRT) is defined as: 1 = maxuEe. L(0; X1, X2, ..., In) Lo maxuce L(0; 1, X2, ..., In) I* (a) State Oo, Oa, and O = Oo UOa. (b) Find Lo. (c) Find L*. (d) Find the rejection region given by the LRT

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