1. 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)?

2. Originally Posted by ash89
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.

Use Google to find and review material on the sum of random variables.