Question

Question 6 are Consider a sannple 2,Z2, . .. , arn from M2(μ Σ). The sample mean and sample covariance , and S11 $12 821 S22 CE respectively (a) Find a 95% confidence interval of μ1-μ2. (b) Assume s12 > 0, and someone ignores this positive correlation and takes the wrong sample covariance 811 0 0 822 ill this person derive a wider or narrower 95% confidence interval of μ-μ2 than the correct one? Explain.

Answer 1

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