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Let $\zeta$ and $\eta$ be independent random variable with $\exp(\lambda)$ distribution. What is the distribution of $Z=|\zeta-\eta|$ . I am trying to calculate it by finding $\Pr(\zeta-\eta>x)$, and $\Pr(\eta-\zeta>x)$. Thank you in advance

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    Please remove the [probability-theory] tag, as this is an elementary problem.2011-09-12
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    @Mike, thanks. Couldn't do it myself. :)2011-09-12
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    @cardinal: you're welcome. But surely you could have done it yourself? You only need 500 rep to retag questions.2011-09-12
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    @Mike, Strangely enough, I tried and got an error saying I couldn't retag! :)2011-09-12

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