yellow tang a bully?

I've had my 2 clowns in my tank for 2 days now. First fish ever, my pet store told me to add a yellow tang because there peaceful full. I add him not to long ago and my clowns are afraid of him. The tang chases them up into the top right corner where my heaters at. Then the yellow tang will swim away the clowns come back down. And then the tang comes back and they swim right back up in that corner. Is it normal for yellow tangs to do that? I read online that tangs will chase your fish for a few days just to prove they don't wanna be messed with. Is that true or can anyone give me some advice?