“List of convolutions of probability distributions”的意思、由来-开放百科全书

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List of convolutions of probability distributions

释义

Discrete distributions
Continuous distributions
See also
References

In probability theory, the probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of random variables is the convolution of their corresponding probability mass functions or probability density functions respectively. Many well known distributions have simple convolutions. The following is a list of these convolutions. Each statement is of the form

where are independent random variables, and is the distribution that results from the convolution of . In place of and the names of the corresponding distributions and their parameters have been indicated.

Discrete distributions

Continuous distributions

where is a random sample from and

References

{{cite book |last1=Hogg |first1=Robert V. |authorlink1=Robert V. Hogg |last2=McKean |first2=Joseph W. |last3=Craig |first3=Allen T. |title=Introduction to mathematical statistics |edition=6th |publisher=Prentice Hall |url=https://www.pearson.com/us/higher-education/product/Hogg-Introduction-to-Mathematical-Statistics-6th-Edition/9780130085078.html |location=Upper Saddle River, New Jersey |year=2004 | page=692 |ISBN=978-0-13-008507-8 |mr=467974}}

3 : Theory of probability distributions|Mathematics-related lists|Statistics-related lists

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Discrete distributions

Continuous distributions

See also

References