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- This extended theorem reads:
- If
are independent random variables with
possibly different distributions, and:
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- where
must exist (not necessary in Laplace's
version where all
had same distribution).
- Let
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- Then if
,
- then y is Gaussianly distributed with
mean
and
standard deviation
.
- Note the
does
when
exists in Laplace's case as
and
.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu