Suppose that x1 ~ N(1, 12) and x2 ~ N(2, 22), and that x1 and x2 are

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Suppose that x1 ~ N(1, 12) and x2 ~ N(2, 22), and that x1 and x2 are independent. Develop a procedure for constructing a 100(1 − )% confidence interval on 1 − 2, assuming that 12 and 22 are unknown and cannot be assumed equal.
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