Question: With reference to Exercise 8.2, show that if the two samples come from normal populations, then 1 2 is a random variable having a

With reference to Exercise 8.2, show that if the two samples come from normal populations, then 1 – 2 is a random variable having a normal distribution with the mean µ1 – µ2 and the variance σ21/n1 + σ22/n2.

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