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.

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This title is a bit exaggerating since handwriting recognition is an advanced topic in machine learning involving complex techniques and algorithms. In this blog I’ll show you a simple demo illustrating how to recognize a single number (0 ~ 9) using R. The overall process is that, you draw a number in a graphics device in R using your mouse, and then the program will “guess” what you have input. It is just for FUN.

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Author's picture

Yixuan Qiu

Statistics, Data, and Programming

Associate Professor

Shanghai