To add any 2 Independent Gaussians

mean
Gaussian 1 1

Gaussian 2 2

Combined Sum of 1+2 3

To add the weighted (fractional) combination of any 2 independent Gaussia

mean
Gaussian 1 1

Gaussian 2 2

Combined Sum of w1*1 + w2*2 1.4

To add the unweighted or weighted (fractional) combination of any 2 Depen

mean
Gaussian 1 1

Gaussian 2 2

Combined Sum of w1*1 + w2*2 1.4

 standard deviation variance
4 16

5 25

6.40 41

ndependent Gaussians
standard deviation variance
4 16

5 25

3.12 9.76

ation of any 2 Dependent Gaussians - include a Covariance term

standard deviation variance
4 16

5 25

4.4 19.36
Independence means R=0
Covariance = 0 weighting
0 1

0 1

Independence means R=0 beta or

Covariance = 0 weighting
0 0.6

0 0.4

Covariance beta or
note: must be greater than 0 weighting
20 0.6

0.4

Note - for example, Max. Possible Covariance

=(R=1)*SD1*SD2
=SD1*SD2 = 4*5
20
Variance*(beta^2)=
Weighted variance
16

25

Variance*(beta^2)=
Weighted variance
5.76

Variance*(beta^2) =
Weighted variance
5.76