Question: Solve the ff: Let X', X2, X, be a random sample from a normal population with mean g and variance 02 taken independently from another

Solve the ff:

Let X', X2, X, be a random sample from a normal population with mean g and variance 02 taken independently from another random sample Y', Y2, Ym from a normal population with mean e and variance 02. Derive the distribution Of

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