Sums of Independent Random Variables
Lincar combinations:
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Linear Combinations of Independent Normal Random Variables
Proposition:
Let dots, be independent and dots, Then
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Sums of Independent Random Variables Not Normal
Proposition:
If dots, are independent and Then
If dots, are independent and dots, Then
If dots, are independent and dots, Then
If dots, are independent and dots, Then
Example: Suppose the useful life in years of a refrigerator is normally distributed. The information for the useful life of three most common brands is summarized in the table.
tablebrandmean,standard deviation
The useful lives of refrigerators are independent. Suppose a refrigerator is randomly selected from each brand. Find the probability that the total useful life of the refrigerators from the first two brands will exceed times the useful life of the refrigerator from the rd brand.
Practice : Let have a normal distribution with mean and variance Let have a normal distribution with mean and variance Suppose and are independent.
a Find the probability that is greater than
b Find the probability that is greater than
Practice : Let be Binomial with parameters and and be binomial with parameters and Suppose these variables are independent. Find the probability that is equal to
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