Re: [R] Density of the sum of two random variables

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Thu 05 May 2005 - 18:02:17 EST

Paul Smith wrote:
> Dear All
>
> I would like to know whether it is possible with R to get the
> mathematical expression of the density of a sum of two independent
> continuous random variables.

No, that corresponds to a convolution of the two densities, and R can't do any symbolic integration.

You could get numerical approximations to the density at any point using   integrate() (or sum(), if a discrete distribution is involved).

Duncan Murdoch



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