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Nick
Lv 4
Nick asked in Science & MathematicsMathematics · 4 years ago

Probability: How to find the distribution of linear combinations of variables? E.g. If Y1, Y2 ~N(0,1) find the distribution of Z = Y2-Y1?

How would I find the distribution of Z?

1 Answer

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  • cidyah
    Lv 7
    4 years ago
    Favorite Answer

    Y2-Y1 is normally distributed with mean E(Y2-Y1) = E(Y2)-E(Y1) = 0 -0 = 0

    and Variance V(Y2-Y1) = V(Y2)+V(Y1) = 1+1 = 2

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