Hello everybody.

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.

Sidiras Christos

Greece