Ok, i think i got the second one.., but what do i do with 1/2 in front of 1/1+t and 1/1-t when i multiply them?
Now the to first one. You mean i need to integrate it? Like this: Int[Z*(X-U)/S], but what range do i pick?
And then var(Z) i can find from S^2=U'2-U^2
which is S=Sqrt[U'2-U^2]
where...