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Gaussian Random Variables Question

  1. May 19, 2005 #1

    chingkui

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    How do you show that a linear combination of two Gaussian Random Variables is again Gaussian?
     
    chingkui, May 19, 2005
  2. jcsd
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  3. May 19, 2005 #2

    Hurkyl

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    By working out what the actual distribution of the linear combination, I'd presume. This homework?
     
    Hurkyl, May 19, 2005
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