I was wondering how can I use code in R to set up a simulation to show that if two random variables each follow a normal distribution with given means and variances, their sum is also normally distributed with a mean equal to the sum of the means of two random variables and variance equal to the variances of the two random variables.
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x – Dave Feb 24 '20 at 03:18
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See https://stats.stackexchange.com/q/368345/99274. – Carl Feb 24 '20 at 03:46
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Thank you all for help. I think I get it. @Dave – Steve Lee Feb 24 '20 at 04:10
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1The statement implied in the title is false in general. The margins being normal is not sufficient to guarantee that their sum will be normal. – Glen_b Feb 24 '20 at 06:38