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Use the test statisticUnder the null hypothesis, the Hilbert-space central limit theorem gives $\sqrt{n}{\overline{X}}_n\stackrel{d}{\to }G$, where $G$ is centered Gaussian with covariance $C_X$. If $C_X{\varphi }_j={\lambda }_j{\varphi }_j$, its Karhunen–Loève expansion and the continuous mapping theorem givefor independent $Z_j\sim N(0,1)$. Reject for $T_n$ above the $(1-\alpha )$ quantile of this weighted chi-squared law; replacing the ${\lambda }_j$ by empirical covariance eigenvalues gives a plug-in estimator of the critical value.

Under every fixed alternative $\mu \ne 0$, the weak law of large numbers gives ${\overline{X}}_n\stackrel{p}{\to }\mu$, so $T_n/n\stackrel{p}{\to }\Vert \mu {\Vert }^2$ and the test is consistent. Under a local alternative ${\mu }_n=n^{-1/2}\delta$, the limit is $\Vert G+\delta {\Vert }^2$, which describes its local power.