BAD 200 Study Guide - Final Guide: Linear Combination

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, yn are independent random samples, with the variables xi normally distributed with mean 1 and variance 2. 1 and the variables yi normally distributed with mean 2 and variance 2. The difference between the sample means, x " y , is then a linear combination of m + n normally distributed random variables and, by theorem 6. 3, is itself normally distributed. Suppose the and are independent random sample with the variables, xi follows normal distributed with mean and variance and the variable yi normally distributed with mean and variance a) We need to obtain the variance for the difference of mean. The variance of two variables is defined as follows. Note: since the samples are independent, the covariance term becomes zero. c) We need to find the sample sizes so that will be within 1 unit of with probability 0. 95.