Question: Suppose X1, ..., Xn are iid random vectors from No(u, E) with E being known and positive definite. Our interest is to make inference on

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Suppose X1, ..., Xn are iid random vectors from No(u, E) with E being known and positive definite. Our interest is to make inference on the unknown vector /. Suppose our interest is to test Ho : M = Mo versus HA : A # Mo using the likelihood ratio test. Show that the likelihood ratio test Rn = 2{In() - In(No)} ~ X2 under Ho

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