Infinite divisibility and Cramér's theorem For any positive integer , any normal distribution with mean and variance is the distribution of the sum of independent normal deviates, each with mean and variance . This property is called infinite divisibility.
Infinite divisibility and Cramér's theorem For any positive integer , any normal distribution with mean and variance is the distribution of the sum of independent normal deviates, each with mean and variance . This property is called infinite divisibility.