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Suppose {X;}1 i.i.d.N(u, 0?). Let Y1 = E= X; and Y, =E, Xi. Denote S? = }E-(X;-Y2) and Z = i=1 i3D1 i37 V2(Y1-Y,)/S.

Suppose {X;}1 i.i.d.N(u, 0?). Let Y1 = E= X; and Y, =E, Xi. Denote S? = }E-(X;-Y2) and Z = i=1 i3D1 i37 V2(Y1-Y,)/S. Please show that Z ~ t(2).

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