kyle's notes

Home

❯

notes

❯

probability

❯

MATH 180B

❯

distributions

❯

Normal

Normal

Jan 24, 20261 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

Graph View

Backlinks

  • Transformation of Random Variables
  • Acceptance-Rejection
  • Box-Muller Method
  • Central Limit Theorem
  • Convolutions
  • Fast Distributions
  • Multivariate Normal

Created with Quartz v4.5.2 © 2026

  • GitHub
  • Discord Community