Question: If X1 ~ N( , ) and X2 ~ N ( , ) are iid normal random variables, then whats the difference between 2X1 and

If X1 ~ N(μ , σ) and X2 ~ N (μ , σ) are iid normal random variables, then what’s the difference between 2X1 and X1 + X2? They both have normal distributions.

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