5. Incorrect. The
answer is true.
Let ,
,
and v=n-1. Then since Xj are normally
distributed with mean m and variance s2 we know that `X is
normally distributed with mean m and variance s2/n,
so that Y is normally distributed with mean 0 and variance 1. Also, from
Theorem 5-6, page 161, Z is chi-square distributed with v=n-1 degrees of
freedom.
It follows from Theorem 4-6, page 117, that
has the t distribution with n-1 degrees of
freedom.