Suppose we know that A has a standard normal distribution, what would be the distribution of $-A$? Is it still a probability distribution at all?
This comes from a brownian motion problem I was working on, so suppose $W$ is a standard $BM$, so we know that $Wt - Ws \thicksim N(0, t-s)$ given $t\gt s$. So know let $Y = -Wt$ $Yt - Ys = -Wt - (-Ws) = Ws - Wt$, so what would be the distribution of this?
Any help is much appreciated!