Help on the density of sum of two uniform variables.

Click For Summary
SUMMARY

The discussion focuses on calculating the density function of the sum of two independent uniform random variables, X and Y, both distributed on the interval [0,1]. The correct density function for Z=X+Y is established as follows: for 0 PREREQUISITES

  • Understanding of probability density functions
  • Knowledge of uniform distribution properties
  • Familiarity with integration techniques
  • Concept of independent random variables
NEXT STEPS
  • Study the properties of convolution of probability distributions
  • Learn about the Central Limit Theorem and its implications
  • Explore the concept of cumulative distribution functions (CDFs)
  • Investigate the application of integration in probability theory
USEFUL FOR

Students and professionals in statistics, data science, and mathematics, particularly those interested in probability theory and random variable analysis.

gimmytang
Messages
20
Reaction score
0
Hi, I need to calculate the density function of Z=X+Y, where X and Y are independent uniform distributed on [0,1]. The calculation is in the following:
[tex]f_{Z}(z)=\int_{A}dx[/tex]
a. If 0<z<1, A={x:0<x<z} then f(z) = z;
b. If 1<z<2, A={x:0<x<1} then f(z) = 1;
Step b is wrong, but I don't know where I am wrong. Any hint will be appreciated!
Thanks
gim :cry:
 
Physics news on Phys.org
For step b, the domain of x is z-1 to 1, so f(z)=2-z.

The reason for that is z-x=y, which is restricted to (0,1).
 
yep, you are right. thanks!
 

Similar threads

  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 6 ·
Replies
6
Views
5K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 4 ·
Replies
4
Views
4K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 30 ·
2
Replies
30
Views
5K