If I have two random variables, $X_1, X_2 \sim N(\mu, \sigma^2)$, what can I say about $X_1-X_2$?
118534
Find the distribution of (X, X+Y) when X and Y have a given joint Normal distribution
141194
Prove that $\frac{(n-2)s^2}{\sigma^2}\sim \chi^{2}_{n-2}$
85790
Product of two random variables that has exponential distribution
16191
How to show operations on two random variables (each Bernoulli) are dependent but not correlated?
100600
Linear combination of two dependent multivariate normal random variables
103845
What is the probability that random variable $x_1$ is maximum of random vector $X=(x_i)$ from a multivariate normal distribution?
91500
Let $U, V \sim U(0,1)$ be independent. What is $P(U \leq V)$?
17558
How do I show that the sum of two random variables is random variable?
14647
Conditional expectation on more than one sigma-algebra
98179
if 2 random variables have exactly same mean and variance
6077
Expectation of max of two normal random variables
116952
how to determine cumulative probability, i.e. the probability of the variable X being less than µ + σ when we do not know X, µ or σ
153456
What is the random variable $Z$ by the notation $Z =X/Y$?
63218
Is conditional expectation with respect to two sigma algebra exchangeable?
11747
If $B(\theta,2\theta)$, how do you show that $\prod X_1(1-X_1)^2$ is a sufficient statistic for $\theta$?
30662
$x_{1}...x_{n}$ are independent continuous random variables with common distribution function $F(x)$,compute $E(F(x_{(n)})-F(x_{(1)}))$
152495
Prove that if $X$ and $Y$ are Normal and independent random variables, $X+Y$ and $X-Y$ are independent