In: Statistics and Probability
A random variable X is Normally distributed with mean = 75 and = 8. Let Y be a second Normally distributed random variable with mean = 70 and = 12. It is also known that X and Y are independent of one another. Let W be a random variable that is the difference between X and Y (i.e., W = X – Y). What can be said about the distribution of W?
Random variable X is normally distributed with mean = 75 and variance = 8.
Therefore, X
Normal (75, 8)
Random variable Y is normally distributed with mean = 70 and variance = 12.
Therefore, Y
Normal (70, 12)
It is known that X and Y are independent of one another.
Let W be a random variable that is the difference between X and Y
Therefore, W = X - Y
According to the properties of the normal distribution, the
distribution of the difference of two normally distributed
independent random variables A and B with mean and variances
(a,
a2) and (
b,
b2) respectively is also normally distributed with mean and
variances (
a
-
b,
a2 +
b2)
Therefore, W is normally distributed with mean = 75 - 70 = 5 and variance = 8 + 12 = 20
W
Normal (5, 20)