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Math Help - some clarification in normal distribution

  1. #1
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    some clarification in normal distribution

    Hi,

    I just have a doubt. What is "u" in the given link and is ther eany way to calculate u which is based on X(meu x, sigma x) and Y(meu y, sigma y)


    Normal Difference Distribution -- from Wolfram MathWorld

    thanks
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  2. #2
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    For U= X-Y, then U is \displaystyle N(\mu_X-\mu_Y,\sigma_X^2+\sigma_Y^2)
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