How do you show that a linear combination of two Gaussian Random Variables is again Gaussian?
May 19, 2005 #1 chingkui 193 1 How do you show that a linear combination of two Gaussian Random Variables is again Gaussian?
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Related Set Theory, Logic, Probability, Statistics News on Phys.org New technique builds super-hard metals from nanoparticles Wet and wild: There's lots of water in the world's most explosive volcano How did forelimb function change as vertebrates acquired limbs and moved onto land?
May 19, 2005 #2 Hurkyl Staff Emeritus Science Advisor Gold Member 14,916 19 By working out what the actual distribution of the linear combination, I'd presume. This homework?