Chapter 9.3, Problem 10Q

Let $X_0,X_2,\mathrm{...},X_n$ and $Y_1,Y_2,\mathrm{...},Y_m$ be independent random samples from normal distributions with means ${\mu }_X$ and ${\mu }_Y$ and standard deviations ${\sigma }_X$ and ${\sigma }_Y$, respectively, where ${\mu }_X$ and ${\mu }_Y$ are known. Derive the GLRT for $H_0:{\sigma }_X^2={\sigma }_Y^2$ versus $H_1:{\sigma }_X^2>{\sigma }_Y^2$.