# Thread: Bivariate Normal Distribution: Joint distribution of functions of random variables

1. ## Bivariate Normal Distribution: Joint distribution of functions of random variables

Hi, I need your help with this problem: Suppose (X, Y)' follows a Bivariate Normal Distribution with parameters μ1 ,μ2, σ1^2, σ2^2, and ρ. Let U = X + Y and V = X - Y. Considering that X and Y are not independent random variables, how will I get the joint distribution of U and V. Thanks in advance!

Hey Mach.