If you add several normally distributed random numbers, the result is normally distributed, where the mean of

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If you add several normally distributed random numbers, the result is normally distributed, where the mean of the sum is the sum of the individual means, and the variance of the sum is the sum of the individual variances.
This is a difficult result to prove mathematically, but it is easy to demonstrate with simulation. To do so, run a simulation where you add three normally distributed random numbers, each with mean 100 and standard deviation 10. Your single output variable should be the sum of these three numbers. Verify with @RISK that the distribution of this output is approximately normal with mean 300 and variance 300.

Distribution
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Data Analysis and Decision Making

ISBN: 978-0538476126

4th edition

Authors: Christian Albright, Wayne Winston, Christopher Zappe

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