[R] Sum of random values

Greg Snow Greg.Snow at imail.org
Fri Apr 25 17:16:10 CEST 2008

You might want to look at the distr package (and its relatives).  It
provides methods for calculating the distribution function of
combinations (the sum is one) of other distributions.  I'm not sure how
you would convert your percentiles to a distribution function, but there
may be a way in the documentation for distr and friends.

Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
(801) 408-8111

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Ricardo Bessa
> Sent: Thursday, April 24, 2008 5:12 PM
> To: r-help at r-project.org
> Subject: [R] Sum of random values
> Hello,
> I have two random variables with their percentiles which 
> correspond to their probability distribution function. My 
> objective is to sum these two random variables. There exists 
> any algorithm or procedure in R capable of converting the 
> percentiles to a probability density function? is the fast 
> Fourier transform function of R(fft) capable of doing the sum 
> with a convolution?
> I'm just starting with this specific problem, so any help it 
> will be very useful.
> Best regards,
> Ricardo Bessa
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