Yes, and the new distribution has a mean equal to the sum of the means of the two distribution and a variance equal to the sum of the variances of the two distributions. The proof of this is found in Probability and Statistics by DeGroot, Third Edition, page 275.
The sum of two random variables that are normally distributed will be also be normally distributed. Use the link and check out the article. It'll save a cut and paste.
YES.
The Central Limit Theorem (abbreviated as CLT) states that random variables that are independent of each other will have a normally distributed mean.
Given "n" random variables, normally distributed, and the squared values of these RV are summed, the resultant random variable is chi-squared distributed, with degrees of freedom, k = n-1. As k goes to infinity, the resulant RV becomes normally distributed. See link.
According to the Central Limit Theorem, the arithmetic mean of a sufficiently large number of iterates of independent random variables at a given condition is normally distributed. This is based on the condition that each random variable has well defined-variance and expected value.
The sum of two random variables that are normally distributed will be also be normally distributed. Use the link and check out the article. It'll save a cut and paste.
YES.
The Central Limit Theorem (abbreviated as CLT) states that random variables that are independent of each other will have a normally distributed mean.
Yes it is. That is actually true for all random vars, assuming the covariance of the two random vars is zero (they are uncorrelated).
For the purpose of analyses, they should be independent, identically distributed random variables. But the ideal is that they are all 0.
Given "n" random variables, normally distributed, and the squared values of these RV are summed, the resultant random variable is chi-squared distributed, with degrees of freedom, k = n-1. As k goes to infinity, the resulant RV becomes normally distributed. See link.
the statistically independent random variables are uncorrelated but the converse is not true ,i want a counter example,
According to the Central Limit Theorem the sum of [a sufficiently large number of] independent, identically distributed random variables has a Gaussian distribution. This is true irrespective of the underlying distribution of each individual random variable.As a result, many of the measurable variables that we come across have a Gaussian distribution and consequently, it is also called the normal distribution.According to the Central Limit Theorem the sum of [a sufficiently large number of] independent, identically distributed random variables has a Gaussian distribution. This is true irrespective of the underlying distribution of each individual random variable.As a result, many of the measurable variables that we come across have a Gaussian distribution and consequently, it is also called the normal distribution.According to the Central Limit Theorem the sum of [a sufficiently large number of] independent, identically distributed random variables has a Gaussian distribution. This is true irrespective of the underlying distribution of each individual random variable.As a result, many of the measurable variables that we come across have a Gaussian distribution and consequently, it is also called the normal distribution.According to the Central Limit Theorem the sum of [a sufficiently large number of] independent, identically distributed random variables has a Gaussian distribution. This is true irrespective of the underlying distribution of each individual random variable.As a result, many of the measurable variables that we come across have a Gaussian distribution and consequently, it is also called the normal distribution.
According to the Central Limit Theorem, the arithmetic mean of a sufficiently large number of iterates of independent random variables at a given condition is normally distributed. This is based on the condition that each random variable has well defined-variance and expected value.
The importance is that the sum of a large number of independent random variables is always approximately normally distributed as long as each random variable has the same distribution and that distribution has a finite mean and variance. The point is that it DOES NOT matter what the particular distribution is. So whatever distribution you start with, you always end up with normal.
Regression analysis is based on the assumption that the dependent variable is distributed according some function of the independent variables together with independent identically distributed random errors. If the error terms were not stochastic then some of the properties of the regression analysis are not valid.
According to the Central Limit Theorem, the mean of a sufficiently large number of independent random variables which have a well defined mean and a well defined variance, is approximately normally distributed.The necessary requirements are shown in bold.According to the Central Limit Theorem, the mean of a sufficiently large number of independent random variables which have a well defined mean and a well defined variance, is approximately normally distributed.The necessary requirements are shown in bold.According to the Central Limit Theorem, the mean of a sufficiently large number of independent random variables which have a well defined mean and a well defined variance, is approximately normally distributed.The necessary requirements are shown in bold.According to the Central Limit Theorem, the mean of a sufficiently large number of independent random variables which have a well defined mean and a well defined variance, is approximately normally distributed.The necessary requirements are shown in bold.