- #1
toothpaste666
- 516
- 20
Homework Statement
If X1 has mean -3 and variance 2 while X2 has mean 5 and variance 4 and the two are independent find
a) E(X1 - X2)
b) Var(X1 - X2)
The Attempt at a Solution
I am not very clear on what I am supposed to be doing for this problem. I don't fully understand this expectation value concept. Can someone help explain what they are asking me to do or give me a hint on how to get started please? Here is what I did so far but I don't know if its worth anything
they are independent so my book says the covariance is 0
so
E[(X1 - μ1)(X2 - μ2)] = 0
E[(X1 + 3)(X2 - 5)] = 0
E[X1X2 - 5X1 + 3X2 -15] = 0
I think that is equal to this but I may be wrong:
E[X1X2] - 5E[X1] + 3 E[X2] - 15 = 0
I don't know what to do from here though. Am I on the right track at all?