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7: Sums of Random Variables

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    • 7.1: Sums of Discrete Random Variables
      In this chapter we turn to the important question of determining the distribution of a sum of independent random variables in terms of the distributions of the individual constituents. In this section we consider only sums of discrete random variables, reserving the case of continuous random variables for the next section.
    • 7.2: Sums of Continuous Random Variables
      In this section we consider the continuous version of the problem posed in the previous section: How are sums of independent random variables distributed?

    Thumbnail: Visual comparison of convolution. (CC BY-SA 3.0; Cmglee via Wikipedia)

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