PDF of the sum of three continous uniform random variables

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Homework Help Overview

The discussion revolves around finding the probability density function (PDF) of the sum of three continuous uniform random variables, specifically X1, X2, and X3, each uniformly distributed over the interval [0, 1]. The original poster attempts to derive the PDF of Z = X1 + X2 + X3 but expresses difficulty in reaching the solution.

Discussion Character

  • Exploratory, Mathematical reasoning

Approaches and Questions Raised

  • Participants suggest starting with a simpler problem involving the sum of two random variables, Y = X1 + X2, before tackling the three-variable case. There is mention of using convolutions as a potential method to approach the problem.

Discussion Status

Some participants have provided guidance on breaking down the problem into simpler components, indicating a possible direction for the original poster. However, there is no explicit consensus on the best approach, and multiple interpretations of the problem are being explored.

Contextual Notes

The original poster references an external source for the answer but struggles to understand the derivation, indicating a potential gap in foundational knowledge or assumptions about the problem setup.

peteron
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Homework Statement



X1, X2, X3 are three random variable with uniform distribution at [0 1]. Solve the PDF of Z=X1+X2+X3.

Homework Equations


The Attempt at a Solution



PDF of Z, f_z=\int\intf_x1(z-x2-x3)*f_x2*f_x3 dx2 dx3

I saw the answer at http://eom.springer.de/U/u095240.htm, but I cannot figure out how to get there...please help.
 
Last edited:
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start with an easier problem first
Y = X1 & X2

it you're still getting no where, try looking up convolutions
 
lanedance said:
start with an easier problem first
Y = X1 & X2

it you're still getting no where, try looking up convolutions

I know how to solve the case of two variables, but got stunned in the case of three variables...
 
so if you can find the pdf of Y = X1 + X2, then consider Z = Y + X3
 

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