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Real life Cramer's Decomposition Theorem example.


Upper-bound on the sum of two dependent Gaussians.Notation Question on probabilityChi square distribution vs. Chi square testThe Normal Distribution in measuring two towers…Why are linear combinations of independent standard normal random variables also normally distributed?sums and distance of uniform distributionsSource coding with 2 distinct distributions and entropiesCorrelation of sum of independent variables with its parts. if Z=X+Y, what is Cor(Z,X)?Finding the convolution of two independent, standard normal distributed random variables.Find probability mass function and conditional expectation













2












$begingroup$


I just heard of CDT and "tried" to read online documents (Not to mention "understand" it).



Easy Version Definition:




Given independent normally distributed random variables ξ1, ξ2, their sum is normally distributed as well, and vice versa.




But all I can find is the "proves" of the theorem!



Could somebody be so kind and give me a real life example to help me understand it!?



Much appreciated!!!










share|cite|improve this question









New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$











  • $begingroup$
    You've gathered one close vote for a lack of context (not from me). To avoid further close votes, I would advise stating the theorem in your question, so that people don't have to Google it.
    $endgroup$
    – Theo Bendit
    Mar 12 at 8:44










  • $begingroup$
    Updated! Thanks for your warning!
    $endgroup$
    – PiggyChu001
    Mar 12 at 8:53















2












$begingroup$


I just heard of CDT and "tried" to read online documents (Not to mention "understand" it).



Easy Version Definition:




Given independent normally distributed random variables ξ1, ξ2, their sum is normally distributed as well, and vice versa.




But all I can find is the "proves" of the theorem!



Could somebody be so kind and give me a real life example to help me understand it!?



Much appreciated!!!










share|cite|improve this question









New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$











  • $begingroup$
    You've gathered one close vote for a lack of context (not from me). To avoid further close votes, I would advise stating the theorem in your question, so that people don't have to Google it.
    $endgroup$
    – Theo Bendit
    Mar 12 at 8:44










  • $begingroup$
    Updated! Thanks for your warning!
    $endgroup$
    – PiggyChu001
    Mar 12 at 8:53













2












2








2





$begingroup$


I just heard of CDT and "tried" to read online documents (Not to mention "understand" it).



Easy Version Definition:




Given independent normally distributed random variables ξ1, ξ2, their sum is normally distributed as well, and vice versa.




But all I can find is the "proves" of the theorem!



Could somebody be so kind and give me a real life example to help me understand it!?



Much appreciated!!!










share|cite|improve this question









New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$




I just heard of CDT and "tried" to read online documents (Not to mention "understand" it).



Easy Version Definition:




Given independent normally distributed random variables ξ1, ξ2, their sum is normally distributed as well, and vice versa.




But all I can find is the "proves" of the theorem!



Could somebody be so kind and give me a real life example to help me understand it!?



Much appreciated!!!







probability-theory normal-distribution






share|cite|improve this question









New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











share|cite|improve this question









New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.









share|cite|improve this question




share|cite|improve this question








edited Mar 12 at 8:53







PiggyChu001













New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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asked Mar 12 at 8:31









PiggyChu001PiggyChu001

112




112




New contributor




PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.





New contributor





PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






PiggyChu001 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











  • $begingroup$
    You've gathered one close vote for a lack of context (not from me). To avoid further close votes, I would advise stating the theorem in your question, so that people don't have to Google it.
    $endgroup$
    – Theo Bendit
    Mar 12 at 8:44










  • $begingroup$
    Updated! Thanks for your warning!
    $endgroup$
    – PiggyChu001
    Mar 12 at 8:53
















  • $begingroup$
    You've gathered one close vote for a lack of context (not from me). To avoid further close votes, I would advise stating the theorem in your question, so that people don't have to Google it.
    $endgroup$
    – Theo Bendit
    Mar 12 at 8:44










  • $begingroup$
    Updated! Thanks for your warning!
    $endgroup$
    – PiggyChu001
    Mar 12 at 8:53















$begingroup$
You've gathered one close vote for a lack of context (not from me). To avoid further close votes, I would advise stating the theorem in your question, so that people don't have to Google it.
$endgroup$
– Theo Bendit
Mar 12 at 8:44




$begingroup$
You've gathered one close vote for a lack of context (not from me). To avoid further close votes, I would advise stating the theorem in your question, so that people don't have to Google it.
$endgroup$
– Theo Bendit
Mar 12 at 8:44












$begingroup$
Updated! Thanks for your warning!
$endgroup$
– PiggyChu001
Mar 12 at 8:53




$begingroup$
Updated! Thanks for your warning!
$endgroup$
– PiggyChu001
Mar 12 at 8:53










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