Hi,
If I had X and Y such that X has N(a,b) distribution and Y has N(c,d) distribution, what would be the distribution of Y-X for X,Y independent and X,Y bivariate normal (I have already determined that cov(X,Y) is -5...)?
I am trying to use Z=X+-mu/sigma for the normal distribution, but it seems too simple. For bivariate, I have tried using random vectors, but I am not getting the right answer. Do I need to first determine the probability density function?
Any tips would be greatly appreciated!
Thank you
If I had X and Y such that X has N(a,b) distribution and Y has N(c,d) distribution, what would be the distribution of Y-X for X,Y independent and X,Y bivariate normal (I have already determined that cov(X,Y) is -5...)?
I am trying to use Z=X+-mu/sigma for the normal distribution, but it seems too simple. For bivariate, I have tried using random vectors, but I am not getting the right answer. Do I need to first determine the probability density function?
Any tips would be greatly appreciated!
Thank you