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Thread: When does the Normal Distribution arise?

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    When does the Normal Distribution arise?




    Hello guys, Studying the multivariate normal distribution (and the univariate one as well), I found in Muirhead (1982) that the normal distribution arises when "the
    observations themselves can be regarded as sums of independent random
    vectors or effects
    ". Mi question is if every time observations regarded as sums of independent random effects follow a (more or less) normal distribution? Mi intuition says no, but I have not been able to find an answer to this. I would be really grateful if someone can provide a counterexample or an explanation to this.

    Thanks a lot!

    Axs

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    Re: When does the Normal Distribution arise?


    No. Just because something is a sum of random variables/effects that doesn't necessary mean that it will automatically be normally distributed.
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