Question: Let X 1, ......, X m N( 1 , )and Y 1 , . . .,Y n N( 2 , ) be independent

Let X1,......, X∼ N(μ1, σ)and Y1, . . .,Yn  ∼ N(μ2, σ) be independent random samples from the specified normal population distributions (note that the population sd’s are equal). Let S2and S2denote the sample variance of the two samples, and define a pooled variance estimator of σby

m-1 m+n-2 n-1 -S+ -S/ m+n-2 Show that (m+n-2)/ has a chi-

m-1 m+n-2 n-1 -S+ -S/ m+n-2 Show that (m+n-2)/ has a chi- squared distribution with m + n - 2 df.

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