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Cramér's Theorem


If X and Y are independent variates and X+Y is a normal distribution, then both X and Y must have normal distributions. This was proved by Cramér in 1936.


See also

Normal Distribution

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Cite this as:

Weisstein, Eric W. "Cramér's Theorem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/CramersTheorem.html

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