6. The random variables Y1, Y2, Y3 are independent and normally distributed but not identical. The distribution of Y, is N(u + a1, 02); the distribution of Y2 is N(u + 02, 02 ); and the distribution of Y3 is N(M + (3, 02), with a1 + az + a3 = 0. Let Y3 =- Y1+12 + 3 Find ECE. (Yi - Y3) 2). This problem is 3 worth 65 points