Thread: Propability function of |x-y|

Hello everybody.

I need a little help.
If x
is a variable and X(m1,σ1) its propability function (normal)
and y another
variable and Y(m2,σ2) its propability function (normal),
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

Hey csidiras.

Have you considered something like this?

Half-normal distribution - Wikipedia, the free encyclopedia

Please don't double post.

-Dan