
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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