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whuber
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What is the distribution of the sum of independent normal variables?

Just need to check the answer for the following question:

Question
Suppose $X$ and $Y$ are two independent standard normal variables:

$X$ ~ $N(0,1)$
$Y$ ~ $N(0,1)$

What is the distribution of $X + Y$ ?

My Working
$X+Y$ ~ N($\mu_1 + \mu_2$, $\sqrt{\sigma_1^2 + \sigma_2^2})$
$X+Y$ ~ N($0 + 0$,$\sqrt{1^2+1^2}$
$X+Y$ ~ N($0$, $\sqrt{2}$)

Does this look correct?

Arvin
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