Can anyone tell me how to find the skewness of a sum or difference of two random variables? I.e., if you know the coefficient of skewness of X and also the coefficient of skewness of Y, how do you find the coefficient of skewness of X + Y and X -Y? I am aware that the variance of a sum or difference is the sum of the variances plus or minus a correlation term if X and Y are not independent, but I wonder if there is a similar formula for skewness. Any information would be appreciated. Thanks.
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