Overview
If {% Z %} is the sum of two normally distributed variables, {% X %} and {% Y %}, then {% Z %} is distributed as follows
{% Z \sim N(\mu_x + \mu_y, \sigma_x^2 + \sigma_y^2) %}
where
- {% \mu_x %} is the mean of the {% X %} distribution
- {% \sigma_x^2 %} is the variance of the {% X %} distribution