Hi, all, I'd like to ask a probability question.
If the distribution of two independent random variable X1,X2 are given, i.e.
P(X1), P(X2) are known, then I can understand that
P(X1+X2=n)=\sum_{i=1}^{n} P(X1=i)P(X2=n-i)
can we generalize this case, I mean,
if the distributions of M indepednet random variables Y1,Y2,...YM are given,
how to compute the following probability?
P(Y1+Y2+...+YM = n)=?
Thanks and Regards.
--
ZHANG Yan
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