I have got n>2
independent continuous Random Variables(RV)
. For example say I have 4 Uniform RVs
with different set of Upper and lowers
.
W~U[-1,5], X~U[0,1], Y~[0,2], Z~[0.5,2]
I am trying to find out the approximate PDF for the sum of these RVs i.e. for T=W+X+Y+Z
. As I don't need any closed form solution, I have sampled 1 million points
for each of them to get 1 million samples for T
. Is it possible in R to get the approximate PDF function or a way to get approximate probability of P(t<T)
from this samples I have drawn. For example is there a easy way I can calculate P(0.5<T)
in R. My priority here is to get probability first even if getting the density function is not possible. Thanks
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