L12.4 The Sum of Independent Normal Random Variables

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MIT RES.6-012 Introduction to Probability, Spring 2018
Instructor: John Tsitsiklis

License: Creative Commons BY-NC-SA
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Is it proof for " sum of two independent random variable follows normal distribution "

justbeingsid
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strange, shouldn't it be 2*pi in the denominator in the end? for the density of the sum of two random variables since we had root(2pi) * root(2pi)

PF-vnqz
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Can we multiply or divide two normal Distribution?

DeepakKumar-wfrj
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Awesome!!! the explanations are really amazing as always :)

navyasingh
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Why do u not consider the significance of correlation in this case???

kpchoudhary