設 $X_1,X_2,\cdots,X_n$ $\stackrel{ iid}{\sim} N(\mu,\sigma^2)$,則$\overline{X}\ \sim N(\mu,\frac{\sigma^2}{n})$ $\mu$已知,$\cfrac{nS^2}{\sigma^2}\ \sim \chi^2(n)$, $\mu$未知,用$\overline{X}$取代,$\cfrac{(n-1)S^2}{\sigma^2}\ \sim \chi^2(n-1)$ 設$X_1,X_2,\cdots,X_n$ $\stackrel{ iid}{\sim} N(\mu_1,\sigma_1^2)$ $Y_1,Y_2,\cdots,Y_n$ $\stackrel{ iid}{\sim} N(\mu_2,\sigma_2^2)$ $\implies $ $\overline{X}- \overline{Y}\ \stackrel{ iid}{\sim}N(\mu_1-\mu_2,\frac{\sigma_1^2}{n}+\frac{\sigma_2^2}{n})$