The linear combination of two independent normal variates is well known to be a normal variate. See Normal distribution - Wikipedia, the free encyclopedia
I am stuck on this question...
I know for part a) that E(X-Y) = -1 and Var(X-Y) = 5, but I'm not sure where to go from here...
Is X-Y still a normal random variable? If so then I get Norm(-1,5) but I don't know where to go from there either.
For part b) I don't understand what the correlation coefficient is and so I don't know how to go about doing this.
All help will be much appreciated
The linear combination of two independent normal variates is well known to be a normal variate. See Normal distribution - Wikipedia, the free encyclopedia