Linear Combinations of Normal Random Variables

We give an example of computing a probability that involves a linear combination of independent normal random variables. We use the fact that a linear combination of normal random variables is again a normal random variable.

#mikedabkowski, #mikethemathematician, #profdabkowski, #probability

[AlyssaZaydman-xegb]

usual normal distribution notation ~N(mean, sd squared) not ~N(mean, sd)