Given two different Gaussians (two different means and standard deviations,) how do I add them together to make a single gaussian?

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- Sep 17th 2009, 04:11 PMjimmybob83Adding Gaussians
Given two different Gaussians (two different means and standard deviations,) how do I add them together to make a single gaussian?

- Sep 17th 2009, 04:41 PMawkward
The sum of two Gaussian distributions is Gaussian with mean $\displaystyle \mu_1 + \mu_2$ and variance $\displaystyle \sigma_1^2 + \sigma_2^2$. Assuming independence, that is.

See

Normal distribution - Wikipedia, the free encyclopedia

under "Properties".