[10 20] Let X1, X2 be the sample means of two independent

Chapter 0, Problem SE6.4

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[10 20] Let X1, X2 be the sample means of two independent samples of sizes n1, n2 drawn from two normal populations, one with unknown mean 1 and known variance 1 2 , the other with unknown mean 2 and known variance 2 2 . a. Show that X1 X2 is an unbiased estimator of 1 2 and find its standard deviation. b. For n1 10, n2 8, 1 2 1.2, 2 2 0.94, x 1 9.0, x 2 7.6 construct a 95% confidence interval for 1 2. Exam 5-3

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