> I have 2 independent samples and the standard errors and n's associated with > each of them. If a and b are constants, what is the formula for the 95% > confidence interval for (a(Xbar1)+b(xbar2))?
Presumably you mean "95% c.i. for (a(mu1) + b(mu2))"? (Xbar1 is a random variable not a parameter and xbar2 is just a number.) Assuming X1 and X2 are both normal and have the same variance (I haven't got a clue how to proceed otherwise) then [ (a(Xbar1) + b(Xbar2)) - (a(mu1) + a(mu2)) ] times sqrt(n1 + n2 -2) divided by sqrt(a*a/n1 + b*b/n2) all divided by sqrt((n1-1)*s1*s1 + (n2-1)*s2*s2) is distributed as t(n1 + n2 - 2) and the c.i. follows from that. Any help? Fergus ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================