David A. Heiser <[EMAIL PROTECTED]> wrote in message
001a01bfe48f$242194a0$[EMAIL PROTECTED]:">news:001a01bfe48f$242194a0$[EMAIL PROTECTED]:
> First Gautam Sethi used the term "convolution" for the
> product to two (uniform) densities. Aniko responded
> with a definition of convolution as the sum of two
> random variables. Then Jan de Leeuw stated that
> "convolution is the distribution of the sum". Herman
> Rubin stated that "convolution is the distribution of
> the sum". The idea that "convolution" represents the
> distribution of the sum of two distributions continues
> in the additional E mails.
>
> Everyone here is talking about "convolution" in an entirely
> different sense than what it is used in engineering.
No they aren't!
> That is why I am confused.
Actually reason why you're confused is you either don't understand
convolution or you don't understand what it means to find the
distribution of a sum of random variables.
> The convolution or Faltung integral is defined as follows:
> y(t) = {the integral from zero to t of} f(t-lambda) times g(lambda)
d(lambda).
[...]
Yes, this is the kind of integral you do when you want the distribution of
the sum of two random variables.
> Now when you are referring to "convolution" as a sum of distributions,
> how does it fit in?
Once you understand that it's a sum of rvs not a sum of distributions,
it fits in just peachy.
Glen
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