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wiki:maths:normal [2024/11/04 20:40] – Roy Prouty | wiki:maths:normal [2024/11/04 20:45] (current) – Roy Prouty | ||
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a.k.a. Gaussian Distribution, | a.k.a. Gaussian Distribution, | ||
- | $$\mathcal{Norm}(\mathbf{X}=x; | + | $$\mathcal{Norm}(\mathbf{X}=x; |
+ | |||
+ | === Sum of Normals === | ||
+ | Normal Distributions have the favorable quality that their parameters add in quadrature: | ||
+ | Given $\mathcal{Norm_A}(\mu_A, | ||
+ | Then, $\mathcal{Norm_A}+\mathcal{Norm_B} = \mathcal{Norm}\biggl(\mu_A+ \mu_B, \sqrt{\sigma_A^2 + \sigma_B^2}\biggr)$ | ||