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Why is the Sum of Independent Normal Random Variables Normal?

by Bennett Eisenberg (Lehigh University) and Rosemary Sullivan ( West Chester University)

This article originally appeared in:
Mathematics Magazine
December, 2008

Subject classification(s): Probability | Statistics and Probability
Applicable Course(s): 7.2 Probability

The authors give two proofs, one geometric and one algebraic, to provide insight into why the sum of independent normal. random variables must be normal.

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Capsule Course Topic(s):
Probability | Convergence Theorems, Central Limit Theorem
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