Let's get this straight! If X is Normal and Y is Normal then X+Y is Normal only if X and Y come from a bivariate Normal distribution.
Simple counterexample - X and Y are both standard Normal; X=-Y if abs(X)<1; X=Y otherwise.
Showing posts with label Normal distribution. Show all posts
Showing posts with label Normal distribution. Show all posts
Thursday, May 14, 2009
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