Linear Combinations of Independent Normal Sample Means

Linear Combinations of Independent Normal Sample Means

Given that the random variables \(X\) and \(Y\) have distributions \(N(60, 25)\) and \(N(54, 64)\) respectively, and that \(\bar{X}\) and \(\bar{Y}\) denote the means of \(7\) independent observations of \(X\) and \(11\) independent observations of \(Y\) respectively.

State the sampling distributions of

  1. \(\bar{X}-\bar{Y}\)
  2. \(2\bar{X}+5\bar{Y}\)
  3. \(4\bar{X}-3\bar{Y}\)
  4. \(\frac{{{X}_{1}}+{{X}_{2}}+{{X}_{3}}-{{Y}_{1}}-{{Y}_{2}}-...-{{Y}_{5}}}{8}\)
  5. \(\frac{{{X}_{1}}+{{X}_{2}}+\ldots +{{X}_{10}}+{{Y}_{1}}+{{Y}_{2}}+...+{{Y}_{5}}}{15}\)

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Answer:(i) \(N\left(6,\frac{723}{77}\right)\) (ii) \(N\left(390,\frac{12300}{77}\right)\) (iii) \(N\left(78,\frac{8432}{77}\right)\) (iv) \(N\left(-\frac{45}{4},\frac{395}{64}\right)\) (v) \(N\left(58,\frac{38}{15}\right)\)

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