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Two independent random signals X and Y are known to be Gaussian with mean values x0 and y0 and variance $$\sigma _{\text{x}}^2$$ and $$\sigma _{\text{y}}^2.$$  A signal Z = X - Y is obtained from them. The mean z0, variance $$\sigma _{\text{z}}^2$$ and p.d.f. p(z) of the signal Z are given by:

A. $${{\text{x}}_0} - {{\text{y}}_0},\,\sigma _{\text{x}}^2 - \sigma _{\text{y}}^2,\,{\text{Gaussian}}$$

B. $${{\text{x}}_0} + {{\text{y}}_0},\,\sigma _{\text{x}}^2 + \sigma _{\text{y}}^2,\,{\text{Rayleigh}}$$

C. $${{\text{y}}_0} - {{\text{x}}_0},\,\sigma _{\text{y}}^2 - \sigma _{\text{x}}^2,\,{\text{Uniform}}$$

D. $${{\text{x}}_0} - {{\text{y}}_0},\,\sigma _{\text{x}}^2 + \sigma _{\text{y}}^2,\,{\text{Gaussian}}$$

Answer: Option D


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