Question 3. [6 points] Consider the three models: YR = Xmk + eh, I: = 1, 2,3, where 6.1, 62, and 63 are independent with 6;; having a Nn{0,021n] distribution with some known or. HereI each X3: is an n x 1:: dimensional matrix and In represents the n x 71 identity matrix. Obtain a test for the hypothesis Hg : 132 = (51+ ,33)/2 against H : .32 75 (1 + :63)er using the methods we have learned in this course. What is your test statistic (and its degrees of freedom} and what is its distribution when H; is true? Suppose that 1] =10 and p: 3; when does your test reject H0 at 5% signicance level? Show your work