Re: Determining if samples are normal

[Mike Miller]

On Mon, 26 Sep 2005, Robert A. Macy wrote:

> Sorry, to jump in where I have very little knowledge and understanding, 
> but doesn't the sum preserve the distribution?  Seems counter intuitive 
> to have the sum change the distribution if it's identical.  Isn't it 
> multiply that makes it triangular?

If you add two normal random variables, you produce a normal random 
variable.  This is not true of any other distribution.  Use of "rand," 
as in the example, makes uniform (not normal) variates, so their sum is 
also non-normal.

Mike



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