Two populations of measurements are normally distributed with μ₁ = 57 and µ₂ = 25. The two populations have the standard deviations of σ₁ = 12 and σ₂ = 6. Two independent samples of n₁ = n₂ = 36 are taken from these populations.
What is the expected value of the difference in sample means, X₁-X₂?