The question is to find the expected value and variance of $X - Y$ where $X, Y$ are independent random variables distributed in $[0,1]$
My Attempt:
The expected value is simple enough, where $E(X-Y) = E(X) - E(Y) = \frac{1}{2} - \frac{1}{2} = 0$.
The variance is where I'm running into issues,
$\mathrm{Var}(X-Y) = \mathrm{Var}(X) - \mathrm{Var}(Y) = \frac{1}{12} - \frac{1}{12} = 0$.
I don't know if the variance is set up correctly. Is there a step I am missing?
$Var(X-Y)=Var(X)+Var(Y)-2Cov(X,Y)$. When are X and Y independent then $Cov(X,Y)=0$.