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Adding normal distribution - z-scores

  1. Jun 5, 2012 #1
    Hi -

    I have a quick question. I understand that the sum of two normal distributions is a normal distribution. Now let's say I have the z-score from one normal distribution and the z-score of another set of data that is also normally distributed and a third and a fourth etc.

    I just want to know if it is mathematically allowed to ADD the z-scores together? I do not care too much about the probability (p-value). I would like to know if it is allowed and are there any internet references on this topic?

    Thank you very much.
  2. jcsd
  3. Jun 5, 2012 #2

    Stephen Tashi

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    You didn't specify what you meant by "mathematically allowed", but I can't think of any reasonable interpretation of those words where the answer would be "yes". So let's say the answer is "no".

    If you have a specific question, perhaps you should give a very specific example to explain what you mean.
  4. Jun 5, 2012 #3


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    One thing about the z-scores is that we assume this relates to a N(0,1) distribution. If you different distributions corresponding to N(0,1) together, you end up getting something relating to N(0,m) where m is the number of distributions and because of this, you are no longer dealing with something that a z-score should correspond to.
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