If X1 N( , ) and X2 N( , ) are iid, then what is the distribution of (X1 X2) (2) ...

Standard normal with mean 0 and var ...

If X1 ~ N( , ) and X2 ~ N( , ) are iid, then what is

Question:

If X1 ~ N(μ , σ) and X2 ~ N(μ , σ) are iid, then what is the of (X1 - X2) / (√2σ)? 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...