3 Convolutions
The distribution of a sum of independent random variables is called their convolution. This section computes it directly, and then shows how the generating functions of the previous section make the same computation almost trivial, which is the reason for introducing them at all.
3.1 The discrete case
3.2 The continuous case
3.3 The generating function shortcut
3.4 Practice problems
3.2 The continuous case
3.3 The generating function shortcut
3.4 Practice problems
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