 Hello,
 I have the normal random variables y(t)~N(mu, sigma.sq) and want to decompose them into n normal variables:

 y(t) = x(t,1) + … + x(t,n) 

x(t,i)~N(mu, sigma.sq/n) 

 The problem is not as simple as can appear. All my experiments didn’t give me anything so far. Are there any tools to do this?


Thanks



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