Skip to content
Q26Section A (Section A)26 of 60

Student t from two independent samples

Let X1,X2,…,XnX_{1},X_{2},…,X_{n} be a random sample from N(μ1,σ2)N(\mu_{1},\sigma^{2}) distribution and Y1,Y2,…,YmY_{1},Y_{2},…,Y_{m} be a random sample from N(μ2,σ2)N(\mu_{2},\sigma^{2}) distribution, where μi∈R\mu_{i}\in\mathbb{R}, i=1,2i=1,2 and σ>0\sigma>0. Suppose that the two random samples are independent. Define Xˉ=1n∑i=1nXiandW=mn (Xˉ−μ1)∑i=1m(Yi−μ2)2\bar{X}=\frac{1}{n}\sum_{i=1}^{n}X_{i}\quad\text{and}\quad W=\frac{\sqrt{mn}\,(\bar{X}-\mu_{1})}{\sqrt{\sum_{i=1}^{m}(Y_{i}-\mu_{2})^{2}}} Then which one of the following statements is TRUE for all positive integers mm and nn?

Options

Pick an option to check your answer.