Question: Consider two independent normal random samples with a common (unknown) variance X1,...,Xn ~N ( 1 , ).and Y1,...,Ym~ N ( 2 , ). a) Show

Consider two independent normal random samples with a common (unknown) variance X1,...,Xn ~N (1, ).and Y1,...,Ym~ N (2, ).

a) Show that the GLRT for testing H0 : 1 2 vs. H1 : 1 > 2 at level a results in

the well-known two-sample one-sided t-test:

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