1. The problem statement, all variables and given/known data Let X1 and X2 be independent normal random variables, distributed as N(μ1,σ^2) and N(μ2,σ^2), respectively. Consider a random variable U = 2X1 − X2. (a) Find the mean of U. (b) Find the variance of U. (c) Find the distribution of U. 3. The attempt at a solution a) E(U) = 2E(X1) - E(X2) = 2μ1 - μ2 b) Var(U) = 2^2 Var(X1) + (-1)^2 Var(X2) = 4σ^2 + σ^2 = 5σ^2 c) This part I am not really sure what they are asking. Do they just want me to write N(2μ1 - μ2, 5σ^2) like they did for the other ones?