Compute the distribution of X+Y in the following cases: X and Y are independ

Brennan Flores

Brennan Flores

Answered question

2021-11-04

Compute the distribution of X+Y in the following cases:
X and Y are independent normal random variables with respective parameters (μ1,σ12)and(μ2,σ22).

Answer & Explanation

SkladanH

SkladanH

Skilled2021-11-05Added 80 answers

XN(μ1,σ12)
YN(μ1,σ22)
X and Y are independent.
N(μ1,σ12)+N(μ1,σ22)N(μ1+μ2,σ12+σ22)
So,
X+Y follows normal distribution
(X+Y)N(μ1+μ2,σ12+σ22)

Do you have a similar question?

Recalculate according to your conditions!

New Questions in College Statistics

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?