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Given that XXX and YYY are independent variables with normal distributions, what is the mean and variance of the distribution of 2X−Y2X - Y2X−Y?
Assume X∼N(3,22)X \sim N (3, 2^2)X∼N(3,22) and Y∼N(1,22)Y \sim N(1, 2^2)Y∼N(1,22).
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