This is probably close to trivial for stats experts. Yet, although having searched the web for quite a while now, I have not been able to come up with a satisfactory answer.
Given two (approximately) Gaussian random variables, $u$ and $v$, what is the PDF and the expectation value of $u – v$ given the prior knowledge that $u – v \ge 0$? I remember vaguely having seen something along this lines based on Bayesian inference. However, now I seem unable to locate this resource.