# Probability & Statistics/Linear regression

Question
hi,

I am of the understanding that Linear regression is used to predict, (extrapolate?) the dependent variable (y) from the independnt (x) by obtaining the relationship betweeen the two. Will it work however, if the (y) dependent variable is non normally distributed and the (x) independent variable displays a normal distribution, or do they both need to be normally distributed?

When a linear regression indicates that two variables (x and y) are likely to be related, this means they have a linear relationship like y = mx+b. If either one of them is normally distributed, so is the other, because any linear combination of normally distributed random variables will be itself normally distributed.

So if one of your variables (say, x) is known or very likely to be normal, and you have a strong correlation on your linear regression, then the other one (y) is very likely to be normal.
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Probability & Statistics

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#### Clyde Oliver

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