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3.13 Suppose N random variables Xi,i=1,,N, are independent with mean i and variance i2,i=1,,N. Show that the mean and the variance of the random variable

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3.13 Suppose N random variables Xi,i=1,,N, are independent with mean i and variance i2,i=1,,N. Show that the mean and the variance of the random variable X=i=1NXi are given by =i=1Niand2=i=1Ni2

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