Hi there,

Assume that $\displaystyle Y1, Y2, Y3$ and $\displaystyle Y4$ are independently and identically distributed $\displaystyle N(\mu, \sigma^2)$ random variables.

how do I show that $\displaystyle Y1 + Y2 - Y3 - Y4 $and $\displaystyle Y1 - Y2 + Y3 - Y4$ are independent.

Thanks

Casper