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Solve the ff: 3. Let X1, X2, ..., X, be a random sample from a normal population with mean u and variance o2 taken independently

Solve the ff:

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3. Let X1, X2, ..., X, be a random sample from a normal population with mean u and variance o2 taken independently from another random sample Y1, Y2, ..., Ym from a normal population with mean 0 and variance o?. Let Z, = -". Derive the distribution of T = - ym (Y(-P) 02

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