mercredi 21 mars 2018

Sum of random variables, convolution and resulted probability distribution function

Struggling with statistics. Need to find the sum (convolution) of several random variables. For example I have four random variables x, y, z and w. Each having probability distribution function "f" (say PERT (a,b,c)). s = x+y+z+w. Need to know F(s)..Is there any method or package...in accord.net for example?




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