If X and Y have a bivariate normal distribution and U X Y and V X Y, Find an expression for the correlation coefficient of U and V ...

U X Y V X Y EU 1 2 EV 1 2 2 U 2 1 2 2 2 1 2 ...

If X and Y have a bivariate normal distribution and U = X + Y and V

Question:

If X and Y have a bivariate normal and U = X + Y and V = X – Y, Find an expression for the correlation coefficient of U and V.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...