Suppose that the random variables X1 and X2 are independent, and that each has the normal distribution with mean and variance 2 Prove that the random variables X1 X2 and X1 X2 are independent ...

Let Z i X i for i 1 2 Then Z 1 and Z 2 are independent ...

Suppose that the random variables X1 and X2 are independent, and that each has the normal distribution

Question:

Suppose that the random variables X1 and X2 are independent, and that each has the normal with mean μ and variance σ2. Prove that the random variables X1 + X2 and X1 − X2 are independent.
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...