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Q94Section III (Statistics)94 of 145

With σ2\sigma^2 known, X1+4X2X_1+4X_2 is sufficient — the printed T1=X1−4X2T_1=X_1-4X_2 is not, and is correlated with T2T_2

Let X1X_1 and X2X_2 be independent observations with X1∼N(μ,2σ2)X_1\sim N(\mu,2\sigma^2) and X2∼N(2μ,σ2)X_2\sim N(2\mu,\sigma^2). Suppose we define T1=X1−4X2T_1=X_1-4X_2 and T2=2X1−X2T_2=2X_1-X_2. Which of the following statements is not true?

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