Question: In Example 8.7.1, determine the likelihood ratio test for general , and show that it reduces to the test that rejects for large values of

In Example 8.7.1, determine the likelihood ratio test for general , and show that it reduces to the test that rejects for large values of min(X1,..., Xs)

when is the identity matrix. How do you calculate the critical value for general

? Is the resulting test monotone?

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