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Suppose I have the following summation ##X=\sum_{k=1}^KX_k## where the ##\{X_k\}## are independent and identically distributed random variables with CDF and PDF of ##F_{X_k}(x)## and ##f_{X_k}(x)##, respectively. How can I find the CDF of ##X##?

Thanks in advance

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# B The CDF of the Sum of Independent Random Variables

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