👉 Marshall's law is a statistical principle that states that when two variables have similar distributions, their sum (or average) will be approximately equal to the sum of their individual components. For example, if we have two continuous variables X and Y with unit variance, then the sum of these variables will follow a normal distribution with mean 0 and standard deviation sqrt((2
pi)^3/9), which is approximately equal to 1.645 for both X and Y.
Marshall's