Is Normal normal?

The rumor says that Normal distribution is everything. It will take a long long time to talk about the Normal distribution thoroughly. However, today I will focus on a (seemingly) simple question, as is stated below: If $X$ and $Y$ are univariate Normal random variables, will $X+Y$ also be Normal? What’s your reaction towards this question? Well, at least for me, when I saw it I said “Oh, it’s stupid. Absolutely it is Normal.

Continue reading

Author's picture

Yixuan Qiu

Statistics, Data, and Programming

Associate Professor