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