Let X ∼ N (µ1, 1) and Y ∼ N (µ2, 1) (same variances, different means) be independent r.v.s. Find the PDF of X + Y .(Hint: You’ll need to complete the square in the exponent.)

A First Course in Probability (10th Edition)
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Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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 Let X ∼ N (µ1, 1) and Y ∼ N (µ2, 1) (same variances, different means) be independent r.v.s. Find the PDF of X + Y .
(Hint: You’ll need to complete the square in the exponent.) 

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