Suppose that $X\sim { \chi }^{ 2 }(m)$ and $Y\sim { \chi }^{ 2 }(n)$, and X and Y are independent. Is $Y - X \sim { \chi }^{ 2 }$ if $n>m$?
No, $X-Y$ can take on negative values and a random variable with a $\chi^2$ distribution cannot. I dont understand this last line can you give me a example of this situation