As is known, the convolution μ∗ν of two G-normal distributions $\mu,
\nuwithdifferentintervalsofvariancesmaynotbeG−normal.Weshowsthat\mu*\nuisaG−normaldistributionifandonlyif\frac{\overline{\sigma}\mu}{\underline{\sigma}\mu}=\frac{\overline{\sigma}\nu}{\underline{\sigma}\nu}$.