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The Sum and Difference of Two Normal Distributions

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Solution Summary

The distribution of the sum and difference of two normal distributions is discussed. Three problems solved.

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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 ...

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