This preview shows page 1. Sign up to view the full content.
Unformatted text preview: o Assumptions: n1 and n2 are large, x1 and x2 are independent o Var(x1bar x2bar) = var(x1bar) var(x2bar) = sigma1^2/n1 + sigma2^2/n2 = s1^2/n1 + s2^2/n2 o E(x1bar x2bar) = mu1 mu2 o [x1bar x2bar (mu1 mu2)]/sqrt(s1^2/n1 + s2^2/n2) standard normal test statistic o Confidence Interval x1bar x2bar...
View Full Document
This note was uploaded on 04/07/2008 for the course MATH 226 taught by Professor Daepp during the Fall '07 term at Bucknell.
- Fall '07