Let $X\_1,\ldots, X\_n\sim \operatorname{Poisson}(\lambda)$. Let $\lambda\_w>0$ be given, I am trying to find the size $\alpha$ Wald test for $H\_0$: $\lambda=\lambda\_w$ vs $H\_1$: $\lambda\neq \lambda\_w$.

I got stuck with how to get start to compute. I think I need to go with computing the power function and use it (I am still trying...). But I was told that Wald test size is computed in a special way (which is faster also). Can any body help me on finding this size $\alpha$ Wald test?