I am trying to show that If X~N(0,1) and Y~N(0,1) then X+Y~N(0,2), where X and Y are independent random variables. Any help will be appreciated.
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1Also The sum of n independent normal random variables. – Mar 02 '15 at 01:35
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Think about the mean of $X+Y$, and the variance of $X+Y$. – meta_warrior Mar 02 '15 at 01:36