[R] Density of the sum of two random variables
Spencer Graves
spencer.graves at pdf.com
Thu May 5 11:46:03 CEST 2005
Have you considered package "distr"? It will do something similar to
what you request, I think; it may or may not be adequate for your
purposes.
spencer graves
Duncan Murdoch wrote:
> 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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