Let X1, X2, ..., Xn be independent random variables, Xi ∼ N(µi, σ2i), i = 1, ..., n. Show that Pn i=1 Xi is normally distributed with mean µ = Pni=1 µi and variance σ2 = Pni=1 σ2i. Use the convolution property.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Let X1, X2, ..., Xn be independent random variables, Xi ∼ N(µi, σ2i), i = 1, ..., n. Show that Pn i=1 Xi is normally distributed with mean µ = Pni=1 µi and variance σ2 = Pni=1 σ2i. Use the convolution property.

 

Let X1, X2, .., Xn be independent random variables, X; ~ N(ui, o}), i = 1, ..., n. Show
that 1 X; is normally distributed with mean µ = E-1Hi and variance o? = E=10.
Use the convolution property.
Li=1
Transcribed Image Text:Let X1, X2, .., Xn be independent random variables, X; ~ N(ui, o}), i = 1, ..., n. Show that 1 X; is normally distributed with mean µ = E-1Hi and variance o? = E=10. Use the convolution property. Li=1
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