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Math Help - Complex Normal Distribution

  1. #1
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    Complex Normal Distribution

    I was just wondering, if I have two variable x and y
    x~N(0,1/2) and y~i*N(0,1/2)

    Then would their sum x+y ~ N(0,1/2) + iN(0,1/2)
    I don't think this is true but can someone show me if I'm right/wrong.

    Also if I have x*i would this have distribution i*N(0,1/2)?
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  2. #2
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    Quote Originally Posted by ash89 View Post
    I was just wondering, if I have two variable x and y
    x~N(0,1/2) and y~i*N(0,1/2)

    Then would their sum x+y ~ N(0,1/2) + iN(0,1/2)
    I don't think this is true but can someone show me if I'm right/wrong.

    Also if I have x*i would this have distribution i*N(0,1/2)?
    No. No.

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