Question: S Two-sample problem in Gaussian product models with known variance. Consider independent random variables X1; : : : ; Xn, Y1; : : : ;

S Two-sample problem in Gaussian product models with known variance. Consider independent random variables X1; : : : ; Xn, Y1; : : : ; Yn, where each Xi has distribution Nm;v and each Yj distribution Nm0;v . The expectations m;m0 are assumed to be unknown, but the common variance v > 0 is known. Construct a confidence circle for .m;m0/ with error level ˛.

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