5.24. Let Xli)' = (Yli )', Z(i)'), i = 1,2, where y(i) has p components and Zlil...

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5.24. Let Xli)' = (Yli )', Z(i)'), i = 1,2, where y(i) has p components and Zlil has q components, be distributed according to N(jJ.(i), ::£), where

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Find the likelihood ratio criterion (or equivalent T2-criterion) for testing jJ.~1) = jJ., i = 1.~. [Hint:
Express the likelihood in terms of the marginal density of y(l) and the conditio,laf density of Z(i) given y(i).]

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