Show that if the two independent samples of size n1 and n2 are drawn at random from two normal populations with means μ1 and μ2 and variances σ1^2 and σ2^2, respectively, then the sampling distribution of the differences of means, X1 - X2, is normally distributed with mean μ1 - μ2 and variance σ1^2/n1 + σ2^2/n2.