Problem: Expected value and variance of a difference

Problem

Suppose that \(X_1\) and \(X_2\) are independent random variable s where \(E\left( X_1 \right)=μ_1, E\left( X_2 \right)=μ_2\) \(Var\left( X_1 \right)=σ_1^2\) and \(Var\left( X_2 \right)=σ_2^2\) .

• Find \(E(X_1-X_2)\)
• Find \(Var(X_1-X_2)\) .