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Let X,,...> > be a random sample generated from the normal distribution with mean , and variance Of, while y1,. . .> )m is a

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Let X,,...> > be a random sample generated from the normal distribution with mean , and variance Of, while y1,. . .> )m is a random sample generated from the normal distribution with mean /2 and variance o?. Suppose we use x- y to estimate H1 - H2. a) show that x - y is an unbiased estimator of H1 - H2 b) Find the variance of x - y c) find the 95% confidence interval for H1 - H2

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