Question: Suppose that X1, . . . , Xm form a random sample from the normal distribution with mean 1 and variance 21, and Y1, .

Suppose that X1, . . . , Xm form a random sample from the normal distribution with mean μ1 and variance σ21, and Y1, . . . , Yn form an independent random sample from the normal distribution with mean μ2 and variance σ22. Show that if μ1 = μ2 and σ22 = kσ21, then the random variable U defined by Eq. (9.6.13) has the t distribution with m + n − 2 degrees of freedom.

Step by Step Solution

3.43 Rating (175 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

The random variable has a normal distribution with mean 0 a... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

602-M-S-H-T (3882).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!