go_editor
asked
in Probability and Statistics
Sep 18, 2020
retagged
Mar 6, 2021
by Lakshman Patel RJIT

0 votes

The sum of two normally distributed random variables $X$ and $Y$ is

- always normally distributed
- normally distributed, only if $X$ and $Y$ are independent
- normally distributed, only if $X$ and $Y$ have the same standard deviation
- normally distributed, only if $X$ and $Y$ have the same mean