Statistics and Probability questions and answers in March 2023 — Page 8
Suppose we have an i.i.d. sample Xi ∼ N(μ 1 , σ 1 2 ), i = 1, . . . , n, and another independent i.i.d. sample Yj ∼ N(μ 2 , σ 2 2 ), j = 1, . . . , m. The parameters μ k , σ k 2 =, k = 1, 2 ...