I need a littlehelp with statistics.
If x is a variable and X(m1,σ1) its propability function (normal distribution)
and y another variable and Y(m2,σ2) its propability function (normal distribution),
what if the propability function of |x-y| and what kind of distribution is it?
I know it is not normal since |x-y|>0.
Thanks in advance.