Suppose that Y1 and Y2 are independent Normal random variables with means and variances

(m1, s1^2) and (m2, s2^2) respectively. Let X1 = Y1 + Y2 and X2 = Y1 - Y2. Show that X1 is

normally distributed with mean and variance given by (m1 + m2 , s1^2+s2^2). What can you

say about the distribution of X2?

Thanks for answer

and can you plz tell me what i have to study and from where bcoz i missed a whole week lecture