and are both linear combination of independent normal random variables and are hence normal. To check if two normal random variables are independent, we just need to check if they are uncorrelated, ie, their covariance equal 0.
and are both linear combination of independent normal random variables and are hence normal. To check if two normal random variables are independent, we just need to check if they are uncorrelated, ie, their covariance equal 0.
Hi there,
Before I continue, I got a stupid question to ask
is ? and
,too?
I know how to sum normal distribution but I forgot how to take the difference...