Question 5 Suppose we have the following two samples: Sample 1: 711,...,n from N(#, 1), Sample 2: 21,..., 2n from N(2, 2). Two new samples are defined through the linear transformations ytj = Caj + d for all l = 1,2 and j = 1,2,..., n, where C is a px p nonsingular matrix and d'is a p 1 vector. Based on Samples 1 and 2, the T-statistic for testing = 2 is denoted as T2. On the other hand, based on the two samples 1,1n and 21,..2n2, the T-statistic for testing the equality of vector means is denoted as T2. Show that T2 = .