[R] Density of the sum of two random variables

Duncan Murdoch murdoch at stats.uwo.ca
Thu May 5 10:02:17 CEST 2005

Paul Smith wrote:
> Dear All
> I would like to know whether it is possible with R to get the
> mathematical expression of the density of a sum of two independent
> continuous random variables.

No, that corresponds to a convolution of the two densities, and R can't 
do any symbolic integration.

You could get numerical approximations to the density at any point using 
  integrate() (or sum(), if a discrete distribution is involved).

Duncan Murdoch

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