How Do You Convolve Two Discrete Distributions?

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SUMMARY

The discussion focuses on convolving two discrete probability distributions, specifically addressing the convolution of independent random variables. The first distribution has values 0, 1, and 2 with probabilities 0.1, 0.3, and 0.6, while the second distribution spans values 0 to 4 with corresponding probabilities of 0.1, 0.3, 0.2, 0.1, and 0.3. To perform the convolution, the first distribution is extended by assigning zero probabilities to values beyond its defined range. The convolution formula used is \sum_{i=0}^n f(i) g(n-i), which calculates the combined probabilities of the sums of the two distributions.

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bookworm121
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How would you go about convolving two discrete distributions that look something like this:

Number: 0, 1, 2
Probability: 0.1, 0.3, 0.6

Number: 0, 1, 2, 3, 4
Probability: 0.1, 0.3, 0.2, 0.1, 0.3
 
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bookworm121 said:
How would you go about convolving two discrete distributions

The usual kind of convolution computes the probability distribution of the sum of two independent random variables. is that the kind you want? (There is another type of convolution called "circular convolution".)
 
\sum_{i= 0}^n f(i) g(n- i)

Since the second, g, is defined for i= 0, 1, 2, 3, and 4, and the first, f, only for 0, 1, and 2, extend f by setting f(3)= f(4)= 0. f(0)g(4)+ f(1)g(3)+ f(2)g(2)+ f(3)g(1)+ f(4)g(0).
 

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