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Let X 1 , . . . , X n be i.i.d. N ( x , 2 ) and Y 1 , . . .

Let X1,...,Xn be i.i.d. N(x,2) andY1,...,Ym be i.i.d. N(Y,2) , where Xi 's are independent of Yi 's. If X and Y are unknown, we can estimate 2 by the pooled variance

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