Question: How to get question #4? I getting stuck by calculate normal distribution. Thanks. 4. Suppose we have X1, X2, ..., Xn i.i.d. observations from the

How to get question #4? I getting stuck by calculate normal distribution. Thanks.

4. Suppose we have X1, X2, ..., Xn i.i.d. observations from the normal distri- bution unknown mean / and known variance o2. a. Find the generalized likelihood ratio test with significant level a to test Ho : M Mo. b. Is this test a uniformly most powerful a level test

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