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Q24Section A (Section A)24 of 60

Variance of the difference of sample means

Let (X1,Y1),(X2,Y2),…,(X20,Y20)(X_1,Y_1),(X_2,Y_2),…,(X_{20},Y_{20}) be a random sample from the N2(0,0,1,1,34)N_2\bigl(0,0,1,1,\frac34\bigr) distribution. Define Xˉ=120∑i=120Xi\bar X=\frac1{20}\sum_{i=1}^{20}X_i and Yˉ=120∑i=120Yi\bar Y=\frac1{20}\sum_{i=1}^{20}Y_i. Then Var(Xˉ−Yˉ)\mathrm{Var}(\bar X-\bar Y) is equal to

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