I am trying to solve this problem but I am not sure how to proceed to get the formula for the test statistic and critical values.
Suppose $X_1,X_2,\ldots X_n$ are i.i.d. observations from a multivariate normal distribution $N(\mu,\Sigma)$ where $\Sigma$ is known. Further assume that R is a given matrix and r a given vector. Use the likelihood ratio procedure to produce a test statistic for $$H_0\colon R\mu = r \\ H_1\colon R\mu \neq r$$ Give explicit formula for the test statistic and the critical values.
Can someone give me a hint how to proceed?