Let X11, X12,, Xin, and X21, X22, , X2n₂ be two independent random samples of size ₁ and n₂ from two normal populations N(μ₁, of) and N(μ2, 0) respectively. n 1 Let X₁ = Xij, S²: Σ(Xij-X₁)² for i = 1, 2. n₂ - n j=1 (c) Using appropriate statistics and parameters from the above specifications, de- fine a statistic that follows an F distribution with (n₁-1) and (n₂ - 1) degrees of freedom. (d) Derive a (1-a) x 100% confidence interval for by using the above F statistic

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Let X11, X12,
X₁n₁ and X21, X22, , X2n₂ be two independent random samples
of size ni and n₂ from two normal populations N(μ₁, of) and N (μ2, 0) respectively.
n₂
1
Let X₁ =
ΣXij, S²:
n₂ -
1₂
Σ(Xij - X₁)² for i= 1,2.
j=1
(c) Using appropriate statistics and parameters from the above specifications, de-
fine a statistic that follows an F distribution with (n₁-1) and (n₂-1) degrees
of freedom.
as a pivotal function.
(d) Derive a (1-a) x 100% confidence interval for
15
by using the above F statistic
Transcribed Image Text:Let X11, X12, X₁n₁ and X21, X22, , X2n₂ be two independent random samples of size ni and n₂ from two normal populations N(μ₁, of) and N (μ2, 0) respectively. n₂ 1 Let X₁ = ΣXij, S²: n₂ - 1₂ Σ(Xij - X₁)² for i= 1,2. j=1 (c) Using appropriate statistics and parameters from the above specifications, de- fine a statistic that follows an F distribution with (n₁-1) and (n₂-1) degrees of freedom. as a pivotal function. (d) Derive a (1-a) x 100% confidence interval for 15 by using the above F statistic
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