1. May 19, 2005 #1

   chingkui

   

   How do you show that a linear combination of two Gaussian Random Variables is again Gaussian?

    

   chingkui, May 19, 2005
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3. May 19, 2005 #2

   Hurkyl

   

   Staff Emeritus

   Science Advisor

   Gold Member

   By working out what the actual distribution of the linear combination, I'd presume. This homework?

    

   Hurkyl, May 19, 2005

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