July 2012
Intermediate to advanced
400 pages
9h 33m
English
Content preview from Statistical Inference: A Short CourseBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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11.1 Confidence Intervals for the Difference of Means when Sampling from Two Independent Normal Populations
Let 
and 
be random samples taken from independent normal distributions with means 
and 
and variances 
and 
, respectively. Our goal is to obtain a 100(1 − α)% confidence interval for the difference of means 
. To accomplish this task, we must first examine the properties of the sampling distribution of the difference between two sample means.
Suppose X and Y are independent random variables, where X is 
and Y is 
. For to serve as an estimator for , we need to study the properties of the distribution ...
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