正态随机变量线性组合的分布探讨

The Research on the Distribution of Linear Combination of Normal Random Variables

文章构造两例，分别说明两个正态随机变量之和不是正态随机变量，而n个（n≥3）正态随机变量之和亦不是正态随机变量，对教学具有一定的指导意义．

This paper constructs two examples to explain the sum of two nomal random variables is not nomal random variable, the sum of n nomal random variables is not the nomal random varible either. This conclusion is of direct significance for teaching.