Suppose that y and z are independent random variables, with variances o? and 02. (a) Show that the variance of y + z is the sum of the variances 0+2 = 0 +0. y+a (3.35) (In general, the variance of the sum is the sum of the vari- ances for independent random variables ,2,,n.) (b) Suppose F (1,2,,n) where the probability distribution F has expectation and variance o2. Show - that has expectation and variance o2/n.