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Distribution of the difference between 2 random variables ?Hello, I 'm trying to express the distribution of x-y in integral form. I m not sure about the integration bounds though. I presume that the standard convolution PDF can be used: let z= x-y, then: f[SUB]z[/SUB](z) =? f[SUB]x[/SUB](x)*f[SUB]y[/SUB](z+x) dx, but with what integration lower and upper bounds ?? Assume that x,y ? 0. Any help would be useful |

Re: Distribution of the difference between 2 random variableThe integral is over the entire real line. You omit those parts where the integrand = 0. |

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