Some Univariate Probability Distributions as Differences of Others

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Understanding how random variables transform under arithmetic operations is a foundational problem in probability theory.
Understanding how random variables transform under arithmetic operations is a foundational problem in probability theory. Of particular interest is the difference operation, where for two independent random variables X and Y, the distribution of Z = X – Y can be studied. The investigations of this paper are limited to the requirement that Z follows a known, named univariate distribution.

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Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities. Email: jm_schauerhuber@gmx.at

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