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Oct 22, 20251 min read

  • MATH_180B

Sum of 2 Independent RVs

Let

  • X∼N(μ1​,σ12​)
  • Y∼N(μ2​,σ22​)
  • X,Y are independent. Then X+Y∼N(μ1​+μ2​,σ12​+σ22​). https://en.wikipedia.org/wiki/Sum_of_normally_distributed_random_variables

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