I know that Cramer's decomposition theorem says that any normal distribution can be expressed as the sum of multiple normal distributions. I have been searching for a method to divide a data set that constitute a normal distribution to 5 datasets, each of which will be a normal distribution and the sum of which will constitute the 'big' normal distribution I have begun with. Can some of you wizards suggest me a procedure? If you know the SPSS procedure, that will be even sweeter. Thanks a ton, in advance.
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