Question: Let X 1, ......, X m N( 1 , )and Y 1 , . . .,Y n N( 2 , ) be independent
Let X1,......, Xm ∼ 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 S21 and S22 denote the sample variance of the two samples, and define a pooled variance estimator of σ2 by

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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Theorem Let X1 Xm N1 and Y1 Yn N2 be independent random samples from the spec... View full answer
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