PMF for the sum of random variables

In summary, the conversation is about finding the probability mass function of Z, which is the sum of two independent uniform discrete random variables, X and Y. The PMF is a convolution, but the provided formula is incorrect. The correct formula is still unknown.
  • #1
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For a sum of two independent uniform discrete random variables, Z = X + Y, what is the probability mass function of Z? X and Y both take on values between 1 and L

I know that for the sum of independent rv's the PMF is a convolution
so...
Ʃ(1/k)(1/n-k) from k = 1 to L
but I'm wondering.. can this be simplified?
 
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  • #2
these are good to do geometrically, consider the xy plane, we have LxL grid of discrete (X,Y) outcomes, each equi-probable, with probability 1/L^2

Lines of constant Z=z have a slope of -x, and the probability of Z will be the number of discrete points intersected by a constant

try drawing it, this should also help understand the analytic convolution method
 
  • #3
No wonder you are having trouble: you are 100% wrong in what you are writing. Go back and apply known results correctly.

RGV
 
  • #4
Ray Vickson said:
No wonder you are having trouble: you are 100% wrong in what you are writing. Go back and apply known results correctly.

RGV

For a sum of two independent uniform discrete random variables, Z = X + Y, what is the probability mass function of Z? X and Y both take on values between 1 and n

I know that for the sum of independent rv's the PMF is a convolution
so...
Ʃ(1/k)(1/n-k) from k = 1 to n
 
  • #5
magnifik said:
For a sum of two independent uniform discrete random variables, Z = X + Y, what is the probability mass function of Z? X and Y both take on values between 1 and n

I know that for the sum of independent rv's the PMF is a convolution
so...
Ʃ(1/k)(1/n-k) from k = 1 to n

That is not the required convolution. I have no idea what it is.

RGV
 

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