The question is listed below

Exercise 2 (5+5 pts.). Expectation and Variance. 1. Let X and Y be two i.i.d. r.v. with mean ,u and variance a2, compute EKX Y)2] 2. Let (X ,Y) be a point chosen at random on the unit square [0,1] x [0,1]. Find Var[X Y]. Hint: Are X , Y independent? What are their marginals? Finally use the denition of the variance for Z = X Y