9. Let X1 and X2 be two independent N(0, 2) random variables. Find E[X(1)]. Hint: Let f12(x,...

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9. Let X1 and X2 be two independent N(0, σ2) random variables. Find E[X(1)].

Hint: Let f12(x, y) be the joint probability density function of X(1) and X(2). The desired quantity is RR xf12(x, y) dx dy, where the integration is taken over an appropriate region.

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