Dear, I assume that a signal S is expressed as S = a*S1 + b*S2, where a, b are weight constant, and S1, S2 are the different signals. In addition, S1, S2 have similar distribution such as Gaussian or Laplacian distribution, and theirs pdf is p_S1 and p_S2. In the above assumption, what is the pdf of signal S ? How can I derive or reference of this pdf p_S ??? As I known, the pdf of S is the convolution of pdfs of S_1 and S_2. However, in the special case, if these two signals are similar (almost same), is there other special relation or equation ? Please help me. Thanks.