Suppose that \( X_1, X_2, ...., X_n, Y_1, Y_2, ...., Y_n \) are independent and identically distributed random vectors each having \( N_p(\mu, \Sigma) \) distribution, where \( \Sigma \) is non-singular, \( p>1 \) and \( n>1 \). If \( \overline{X} = \frac{1}{n} \sum_{i=1}^n X_i \) and \( \overline{Y} = \frac{1}{n} \sum_{i=1}^n Y_i \), then which one of the following statements is true?