Date: Sep 25, 2013 6:13 AM
Author: Cristiano
Subject: Joint CI

I have two sets of normally distributed real numbers randomly drawn from 
two populations with the same mean, but with different variance.

I need to calculate the overall mean of the two sets (both have the same
mean) and the confidence interval for that mean.

I know how to calculate the CI for the mean of each set, but how to
calculate the CI for the overall mean?

Thank you
Cristiano