To the sum up the long series of comments: Yes, your working is correct. More generally, if $X$ and $Y$ are independent normal random variables with means $\mu_X$, $\mu_Y$ respectively and variances $\sigma_X^2$ and $\sigma_Y^2$ respectively, then $aX+bY$ is a normal random variable with mean $a\mu_X+b\mu_Y$ and variance $a^2\sigma_X^2 + b^2\sigma_Y^2$. The various comments by whuber, cardinal, myself, and the Answer by Tai Galili are all occasioned by the fact that there are at least three different conventions for interpreting $X \sim N(a,b)$ as a normal random variable. Usually, $a$ is the **mean** $\mu_X$ but $b$ can have different meanings. - $X \sim N(a,b)$ means that the _standard deviation_ of $X$ is $b$. (This is the convention you are using). - $X \sim N(a,b)$ means that the _variance_ of $X$ is $b$. - $X \sim N(a,b)$ means that the _variance_ of $X$ is $\dfrac{1}{b^2}$. Fortunately, $X \sim N(0,1)$ (which is what you asked about) means that $X$ is a standard normal random variable in all three of the above conventions!