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We give an example of computing a probability that involves a linear combination of independent Many situations arise in statistics where we want to Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: ...
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7.2.3 Combining Normal Random Variables
Combining Normally Distributed Random Variables: Probability of Difference
Linear Combinations of Normal Random Variables
Combining normal distributions
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Last Updated: May 24, 2026
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