If Z=X+YZ = X + YZ=X+Y with independent X,YX, YX,Y, which is true?
E[Z]=E[X]+E[Y]E[Z] = E[X] + E[Y]E[Z]=E[X]+E[Y]
Var(Z)=Var(X)+Var(Y)Var(Z) = Var(X) + Var(Y)Var(Z)=Var(X)+Var(Y)
ZZZ PDF is convolution
All of above