Amazingly, the distribution of a difference of twonormally distributed variates and with means and variances and, respectively, is given by

			(1)
			(2)

where is adelta function, which is anothernormal distribution having mean

(3)

andvariance

(4)

See also

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More things to try:

• bivariate normal distribution
• beta distribution
• continuous distributions

Cite this as:

Weisstein, Eric W. "Normal Difference Distribution."FromMathWorld--A Wolfram Resource.https://mathworld.wolfram.com/NormalDifferenceDistribution.html

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