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Q157Section III (Statistics)157 of 180

Likelihood ratio test for a multivariate normal mean

Suppose we have nn i.i.d. observations from multivariate Normalp(μ‾,Σ)\text{Normal}_p(\uline{\mu},\Sigma). The likelihood ratio test of H0:μ‾=μ‾0H_0:\uline{\mu}=\uline{\mu}_0 against H1:μ‾≠μ‾0H_1:\uline{\mu}\ne\uline{\mu}_0 uses:

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