Question: Let X1, X2, . . ., Xn (n 2 30) be i.i.d observations from N(u1, of) and Y1, Y2, . .., Yn be i.i.d observa-

Let X1, X2, . . ., Xn (n 2 30) be i.i.d observations from N(u1, of) and Y1, Y2, . .., Yn be i.i.d observa- tions from N(M2, 02). Also assume that X's and Y's are independent. Suppose that M1, /2, 07, 0? are unknown. Find an approximate 95% confidence interval for /1/2
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