Convolution of Distribution Functions (Graphical)

Convolution of Distribution Functions:

If F₁(·) and F₁(·) are distribution functions, then the function F(·)

is called the convolution of distribution functions F₁ and F₂. This is often denoted as .

The convolution provides the distribution function of the sum of two independent random variables with distribution functions F₁ and F₂.

Browse Other Glossary Entries