Sum of Normals
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
