quartz/content/vault/Normal Distributions.md

#math #stats #econ

statistics - Adding and Subtracting Normal Distributions - Mathematics Stack Exchange More generally, if X1,…,Xn are independent normal random variables with means μi and variances σ2i, and c1,…,cn are constants, Y=c1X1+…+cnXn is normal with mean μY=c1μ1+…+cnμn and variance c21σ21+…+c2nσ2n. Here you're doing the case n=3 with c1=−1,c2=1,c3=1. !