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Please show me the detailed work. Let X ~ D, (u, , 02) and Y ~ D, (u,, 02), where D, and D, are two

Please show me the detailed work.

Let X ~ D, (u, , 02) and Y ~ D, (u,, 02), where D, and D, are two unknown distribu- tions, with means , , and variances oz, , respectively. X and Y are independent random variables. In terms of # , #,, 0, , 0,, find the variance of Z = X - Y

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