Algorithms for computing the distributions of sums of discrete random variables

Authors:
D. L. Evans;L. M. Leemis
Affiliations:
-;-
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2004

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Abstract

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.