Repeat Problem 8.63 for the following hypothesis test:
$$
\begin{aligned}
& H_0: X \text { is Gaussian with } \mu=0 \text { and } \sigma_X^2=1 \\
& H_1: X \text { is Gaussian with } \mu \neq 0 \text { and } \sigma_X^2=1
\end{aligned}
$$
Let $n=25, \alpha=5 \%$, and run the experiments for $\mu= \pm k / 2, k=0,1,2, \ldots, 5$.