- #1

- 119

- 1

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

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- Thread starter reddvoid
- Start date

- #1

- 119

- 1

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

- 15,462

- 688

See Theorem 7.1, just after the start of section 7.2.

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