And we know from things that we've done in the last several videos, that this is going to be the exact same thing as this mean minus this mean, which is the exact same thing as P1 minus P2. So this is going to be equal to P1 minus P2. And the variance of this distribution, so the variance of this distribution, P1 minus P2, just like this, is going to be the sum of the variances of these two distributions. So it's going to be this thing over here. I'll just copy and paste it. It's going to be that thing over there, plus this variance over here. There's no radical sign because we're not taking the standard deviation.