Question: Suppose that X1, . . . , Xn form a random sample from the normal distribution with mean and variance 2, and Y is

Suppose that X1, . . . , Xn form a random sample from the normal distribution with mean μ and variance σ2, and Y is an independent random variable having the normal distribution with mean 0 and variance 4σ2. Determine a function ofX1, . . . , Xn and Y that does not involve μ or σ2 but has the t distribution with n − 1 degrees of freedom.

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