Discuss Exercise 4.2.23 when it is assumed that the variances are unknown and unequal. This is a very difficult problem, and the discussion should point out exactly where the difficulty lies. If, however, the variances are unknown but their ratio is a known constant k, then a statistic that is a T random variable can again be used. Why?
Exercise 4.2.23
Discuss the problem of finding a confidence interval for the difference μ1−μ2 between the two means of two normal distributions if the variances are known but not necessarily equal.