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Problem: Expected value and variance of a difference

Problem

Suppose that X1 and X2 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) .