Question: 61. Let Xl . . . Xm ; Yl ,.. . , y be independently normally distributed as N( t ( 2 ) and N(
61. Let Xl •. . .• Xm ; Yl ,.. . , y" be independently normally distributed as N( t ( 2 ) and N( T/, ( 2 ) respectively. Determine the equivariant confidence sets for T/ - ( that have smallest Lebesgue measure when (i) a is known; (ii) a is unknown
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