# calculate the Probability density fonction of the absolute difference of two random variable [closed]

If X and Y are two independent random variables with probability density functions f and g, respectively, then the probability density of the difference Y − X is given by the cross-correlation . In contrast, the convolution f * g gives the probability density function of the sum X + Y.

what i would like to have is the probability density functions of abs(y-x) or (y-x)^2. Is that possible ?

I would like to do the same as below but using PDF instead of Histogram

for (bin b1 in Histogram1)
for (bin b2: Histogram2)
prob = b1.probability * b2.probability
distance += prob * abs(b1.value - b2.value)

-
 Cross-post (simultaneous): math.stackexchange.com/questions/48822/… – cardinal Jul 1 '11 at 4:37 Yup, answered on maths, so I close it here. – mbq♦ Jul 1 '11 at 7:24

## closed as off topic by mbq♦Jul 1 '11 at 7:24

Questions on Cross Validated are expected to relate to statistics within the scope defined in the FAQ. Consider editing the question or leaving comments for improvement if you believe the question can be reworded to fit within the scope. Read more about closed questions here.