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S3 Topic 1: Combinations of random variables
Graphing aX+bY backmore
The graphs of two Normal distributions are shown: X~N(100,225) in blue and Y~N(80,256) in red. Shown in black is the distribution of aX+bY. Vary the values of a and b and see what effect they have on the combined graph.

Summary
If X ~ N(m1,s12) and Y ~ N(m2,s22) then:
  • aX+bY ~ N(am1+bm2,a2s12+b2s22)
JavaMath interactive graphs Based on free Java applets from JavaMath