question about the sum of truncated normal rv (转载) - Mathematics版

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Mathematics版 - question about the sum of truncated normal rv (转载)

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发帖数: 23

【以下文字转载自 Statistics 讨论区】
发信人: propel (fitness water), 信区: Statistics
标题: question about the sum of truncated normal rv
发信站: BBS 未名空间站 (Fri Jan 15 23:52:00 2010, 美东)
x and y are i.i.d normal, left-truncated at 0, with mean \mu and variance \
sigma. Is x+y normally distributed with mean 2\mu, variance 2\sigma and left
-truncated at 0?
thanks.

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