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David A. Heiser wrote:
First Gautam Sethi used the term "convolution" for the product to
two (uniform) densities. Aniko responded with a definition of
convolution as the sum
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
If random variable x has density f and random variable y has density g, then
random variable t = x + y has density
h(t) = {the integral from zero to t of} f(t-lambda) times g(lambda) d(lambda).
(i.e. the density of the sum is the convolution of the densities)
At 18:35 -0700 07/02/2000, David
