Suppose $X_i$, where $i=1,2,,,.n$ are iid with a moment generating function that exists. Find a test that has correct asymptotic significance level for the null hypothesis that the mgt at t=3 is 5 versus the two-sided alternative.
For what I've thought, I was confused about how to test a moment generating function. We can write the function as $E(e^{tX})$, so in contrast to testing the mean (which is $E(X)$). But just got stuck to proceed.