[R] Sum of random values

From: Ricardo Bessa <bessa_ricardo_at_hotmail.com>
Date: Fri, 25 Apr 2008 00:12:27 +0100

I have two random variables with their percentiles which correspond to their probability distribution function. My objective is to sum these two random variables. There exists any algorithm or procedure in R capable of converting the percentiles to a probability density function? is the fast Fourier transform function of R(fft) capable of doing the sum with a convolution?  

I'm just starting with this specific problem, so any help it will be very useful.  

Best regards,
Ricardo Bessa  

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