20. The conditional expectation identity states that for random variables, X and Y, we have E(X) = E(E(X|Y)) Similarly, the conditional variance identity states that Var(X) = Var(E(XlY)) + E(Var(X|Y)) now let W = X1 + ' - - + X.\" where the Xi's are i.i.d. and n is also a random variable independent of the Xi's. a. Use the conditional expectation identity to show that E(W) := E(X1) E(n). b. Use the conditional variance identity to Show that VarU'V) = 1530411)2 Var(n) + Var(X1) E(n)