Sum of Two Independent Random Variables

Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
2 replies · 4K views
Shannon Young
Messages
2
Reaction score
0
Suppose X and Y are Uniform(-1, 1) such that X and Y are independent and identically distributed. What is the density of Z = X + Y?

Here is what I have done so far (I am new to this forum, so, my formatting is very bad). I know that
fX(x) = fY(x) = 1/2 if -1<x<1 and 0 otherwise

The density of Z will be given by
fZ= [tex]\int[/tex]fX(z-y)fY(y)dy

fY(y) = 1/2 if -1<y<1 and 0 otherwise
So,

fZ= [tex]\int[/tex](1/2)fX(z-y)dy (bounds of integration -1 to 1)

The integrand = 0 if -1<z-y<1 or if z-1<y<z+1

That is where I get stuck, and need help to complete. Your assistance is appreciated, thanks
 
Physics news on Phys.org
Shannon Young said:
Suppose X and Y are Uniform(-1, 1) such that X and Y are independent and identically distributed. What is the density of Z = X + Y?

Here is what I have done so far (I am new to this forum, so, my formatting is very bad). I know that
fX(x) = fY(x) = 1/2 if -1<x<1 and 0 otherwise

The density of Z will be given by
fZ= [tex]\int[/tex]fX(z-y)fY(y)dy

fY(y) = 1/2 if -1<y<1 and 0 otherwise
So,

fZ= [tex]\int[/tex](1/2)fX(z-y)dy (bounds of integration -1 to 1)

The integrand = 0 if -1<z-y<1 or if z-1<y<z+1

That is where I get stuck, and need help to complete. Your assistance is appreciated, thanks
The integrand = 0 if -1<z-y<1 or if z-1<y<z+1
This is incorrect, it should read =1/2 within the interval and =0 outside.
 
mathman said:
This is incorrect, it should read =1/2 within the interval and =0 outside.

I figured the problem out, thanks