Question

Asked Oct 27, 2019

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Step 1

**Introduction:**

Since *X*1, *X*2 are independent and identically distributed, the following important points are valid in this case:

*E*(*X*1) =*E*(*X*2) =*μ*.*V*(*X*1) =*V*(*X*2) =*σ*2.*E*(*X*1*X*2) =*E*(*X*1) ∙*E*(*X*2) [Since*X*1,*X*2 are independent].

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