#### Convolution of Distribution Functions

Convolution of Distribution Functions: If F1(·) and F1(·) are distribution functions, then the function F(·) F(x) = ÃƒÂ³ÃƒÂµ F1(x-y) dF2(y) is called the convolution of distribution functions F1 and F2. This is often denoted as F = F1 *F2. The convolution F1 *F2 provides the…