Question: 4. Let X1, . . . , Xn iid N(, 2) where 2 is unknown, and we are interested in the hypotheses H0 : =

4. Let X1, . . . , Xn iid N(, 2) where 2 is unknown, and we are interested in the hypotheses H0 : = 0 vs H1 : = 0. Compare the Wald test and the LRT test. Which test will have a larger rejection region (i.e., reject for more samples)? How do the sizes differ between the tests? Which would you prefer?

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