Algorithms for computing the distributions of sums of discrete random variables

We present algorithms for computing the probablity density function of the sum of two independent discrete random variables, along with an implementation of the algorithm in a computer algebra system. Some examples illustrate the utility of this algorithm.

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Bibliographic Details
Published in:Mathematical and computer modelling 2004-12, Vol.40 (13), p.1429-1452
Main Authors: Evans, D.L., Leemis, L.M.
Format: Article
Language:English
Subjects:
Computer algebra systems
Convolution
Probability
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Description
Summary:We present algorithms for computing the probablity density function of the sum of two independent discrete random variables, along with an implementation of the algorithm in a computer algebra system. Some examples illustrate the utility of this algorithm.
ISSN:0895-7177
1872-9479
DOI:10.1016/j.mcm.2005.01.003