[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 

	  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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