Let X1, X2, · · · , Xn (n ≥ 30) be i.i.d observations from N(µ1,...

Let X₁, X₂, · · · , X_n (n ≥ 30) be i.i.d observations from N(µ₁, σ₁² ) and Y₁, Y₂, · · · , Y_n be i.i.d observations from N(µ₂, σ₂² ). Also assume that X's and Y's are independent. Suppose that µ₁, µ₂, σ₁² , σ₂² are unknown. Find an approximate 95% confidence interval for µ₁µ_2.

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orchestra answered 2 years ago

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