Question: 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

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.

(Remember that variance is the square of standard deviation.) 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

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