Let X_i\sim N(\mu,\sigma^2) ; where [i=1,2,\ldots,n]
Z_i\sim N(0,1) ; where [i=1,2,\ldots,n]
Proof that \frac{(\bar X-\mu)}{\sigma} and \sum_{i=1}^n\frac{(X_i-\bar X)^2}{\sigma^2} are independent, which implies \bar X and \sum_{i=1}^n(X_i-\bar X)^2 are independent.
If i show that \bar...