Let X1,X2,…,Xn be a random sample from N(μ1,σ2) distribution and Y1,Y2,…,Ym be a random sample from N(μ2,σ2) distribution, where μi∈R, i=1,2 and σ>0. Suppose that the two random samples are independent. Define Xˉ=n1i=1∑nXiandW=∑i=1m(Yi−μ2)2mn(Xˉ−μ1) Then which one of the following statements is TRUE for all positive integers m and n?
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