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    The Sum and Difference of Two Normal Distributions

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    © BrainMass Inc. brainmass.com October 7, 2022, 7:20 pm ad1c9bdddf
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    Please explain your work and reasoning:

    Let X be a random variable, normally distributed with mean 100 and variance 64.

    Mean = μ = 100,
    Variance = σ2 = 64,
    Standard Deviation = σ = 8.

    1. If there are two random variables, X1 and X2, independent of each other, and each distributed as X as given above, then find the probability that X1+X2 is less than or equal to 220.

    X = X1 + X2 is normally distributed with μ = μ1 + μ2 and variance σ^2 = σ1^2 + σ2^2
    μ = 100 + 100 = 200, σ^2 = 64 + 64 = 128
    σ = √128 = 11.314
    z = (X - μ)/σ = (220 - 200)/11.314 = 1.77
    P(X ≤ 200) = Area under the Standard Normal Curve to the left of z = 1.77, which is 0.961

    2. For the above problem, find L such that X1+X2 is greater than or equal to L is 0.10.

    P(X) ≥ 0.10 corresponds to a z score of 1.645
    SE = 1.645 * σ = 1.645 * 11.314 = 18.61
    L = [μ - SE, μ + SE] = [200 - 18.61, 200 + 18.61] = [181.39, 218.61]

    3. If another random variable X3 is also distributed as X as given above and is independent of X1 and X2, what is the expected value of X1+X2+X3? What is the variance of (X1+X2+X3)?

    Expected value of X1 + X2 + X3 = μ1 + μ2 + μ3 = 300, Variance of X1 + X2 + X3 = σ1^2 + σ2^2 + σ3^2
    = 64 + 64 + 64 = 192.

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    © BrainMass Inc. brainmass.com October 7, 2022, 7:20 pm ad1c9bdddf>
    https://brainmass.com/statistics/normal-distribution/sum-difference-normal-distributions-177502

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