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Random Variables

  1. Nov 20, 2011 #1
    if X1 and X2 are two uniformly distributed random variables
    and if Y = X1 + X2
    why is that the probability density function of Y is convolution of probability density functions of X1 and X2 ?

    I tried many ways, I'm not able to get at this conclusion
  2. jcsd
  3. Nov 20, 2011 #2

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