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

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 05 May 2005 - 19:46:03 EST

          Have you considered package "distr"? It will do something similar to what you request, I think; it may or may not be adequate for your purposes.

          spencer graves

Duncan Murdoch wrote:

> 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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu May 05 19:52:16 2005

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