Suppose that the nine observations X1,...,X9 form a random

Chapter 9, Problem 16

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Suppose that the nine observations X1,...,X9 form a random sample from the normal distribution with unknown mean 1 and unknown variance 2, and the nine observations Y1,...,Y9 form an independent random sample from the normal distribution with unknown mean 2 and the same unknown variance 2. Let S2 X and S2 Y be as defined in Eq. (9.6.2) (with m = n = 9), and let T = max S2 X S2 Y , S2 Y S2 X 0 . Determine the value of the constant c such that Pr(T > c) = 0.05.

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