[R] Sum of random values

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

Hello,
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  


[[elided Hotmail spam]]

        [[alternative HTML version deleted]]



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 24 Apr 2008 - 23:15:27 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 25 Apr 2008 - 16:30:31 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive