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- This extended theorem reads:
- If are independent random variables with
possibly different distributions, and:
- where must exist (not necessary in Laplace's
version where all had same distribution).
- 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, firstname.lastname@example.org