Question: If observations from group 1 follow a N(1, 2 ) and observations from group 2 follow a N(2, 2 ) distribution, then show that (x1

If observations from group 1 follow a N(1, 2 ) and observations from group 2 follow a N(2, 2 ) distribution, then show that (x1 x2) (1 2) Sp q 1 n1 + 1 n2 follows a tn1+n22 distribution.

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