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Reference.org
Sum of normally distributed random variables
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<p>In <a href="/facts/Probability_theory/mFBn51rE">probability theory</a>, calculation of the sum of normally distributed random variables is an instance of the arithmetic of <a href="/facts/Random_variable/TwTBXnLT">random variables</a>. </p><p>This is not to be confused with the sum of normal distributions which forms a <a href="/facts/Mixture_distribution/BMdA5kTI">mixture distribution</a>. </p>