Question: Let X, Y, and Z be independent random variables, each with mean and variance 2. (a) Find the expected value and variance of S =

Let X, Y, and Z be independent random variables, each with mean μ and variance 2.

(a) Find the expected value and variance of S = X + Y + Z.
(b) Find the expected value and variance of A = (1/3) (X + Y + Z).
(c) Find the expected value of S2 and A2.

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