SI&DA - Theorem 'Affine RV'

Theorem ‘Affine RV’

SIandDATheoremDemonstration

Where: → $m$ is the mean of $X$ → $P$ is the variance of $X$

NOTE: This is also true for $Y=AX+b$ even if $X$ is not Gaussian, still the affine RV $Y$ will be a Gaussian Distribution

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