How Can the Sum of Independent Normal Random Variables Be Represented?

Join the discussion
Registration is free. Start your own thread to ask a follow-up.
3 replies · 3K views
Apteronotus
Messages
201
Reaction score
0
For random variables Xk~N(0,1) is there any way of representing the following sum by another random variable?
[tex] lim_{n\rightarrow \infty}\sum_{k=0}^n X_k[/tex]

thanks
 
Physics news on Phys.org
D H said:
What does the central limit theorem have to say about this question?

Thanks DH for your reply, but I've already taken the CLT into consideration. However, since there is no normalizing factor (1/n) in front of the sum I didn't think it applied.

Does it?
 
Apteronotus said:
For random variables Xk~N(0,1) is there any way of representing the following sum by another random variable?
[tex] lim_{n\rightarrow \infty}\sum_{k=0}^n X_k[/tex]

thanks
The random variable for sum to n is normal with a variance = n. The distribution function does not converge to anything as n -> ∞.