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 February 5th, 2013, 02:05 AM #1 Newbie   Joined: Feb 2013 Posts: 2 Thanks: 0 sum of two variables Hi, Can any of you help me? I have some problem with this exercise of "probability and statistics" : Calculate the probability density function (PDF) of Z=X+Y where Y is discrete random variable which is be equal to -1,1 with equal probability; X is standard gaussian random variable independent from Y. ///// I know that the PDF of sum of two independent variables is given by the convolution of the marginal PDF fz(z)=fx*fy but if one on the two variables is discrete what should I do? Thanks all! February 5th, 2013, 06:30 AM #2 Senior Member   Joined: Jan 2012 From: Erewhon Posts: 245 Thanks: 112 Re: sum of two variables This can stil be done as a convolution using delta functions, so that the pdf of the discrete distribution is . But in this case you do not need to as the density is obviously: , where is the pdf of CB Tags sum, variables Thread Tools Show Printable Version Email this Page Display Modes Linear Mode Switch to Hybrid Mode Switch to Threaded Mode Similar Threads Thread Thread Starter Forum Replies Last Post Thy-Duang Real Analysis 16 May 15th, 2013 01:15 PM gbutler1492 Algebra 2 May 10th, 2012 08:38 AM guru123 Algebra 3 October 16th, 2011 10:32 AM bo1989 Algebra 12 March 12th, 2011 06:09 AM newby Number Theory 1 August 29th, 2008 05:09 AM

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