You are here

Home » Programs » Faculty and Departments » Why is the Sum of Independent Normal Random Variables Normal?

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): Statistics and Probability | 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.


A pdf copy of the article can be viewed by clicking below. Since the copy is a faithful reproduction of the actual journal pages, the article may not begin at the top of the first page.

To open this file please click here.

These pdf files are furnished by JSTOR.

Classroom Capsules would not be possible without the contribution of JSTOR.

JSTOR provides online access to pdf copies of 512 journals, including all three print journals of the Mathematical Association of America: The American Mathematical Monthly, College Mathematics Journal, and Mathematics Magazine. We are grateful for JSTOR's cooperation in providing the pdf pages that we are using for Classroom Capsules.

Capsule Course Topic(s):
Probability | Convergence Theorems, Central Limit Theorem
Average: 3.1 (63 votes)