Let X ~ n(, 2) and let Y ~ n(, 2). Suppose X and Y are independent.

Question:

Let X ~ n(μ, σ2) and let Y ~ n(γ, σ2). Suppose X and Y are independent. Define U = X + Y and V = X - Y. Show that U and V are independent normal random variables. Find the of each of them.
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...