See http://tdunning.blogspot.com/2010/10/why-is-sum-of-two-uniform-randoms-not.html
On Tue, Oct 12, 2010 at 11:07 PM, Ted Dunning <[email protected]> wrote: > I will put up a more detailed explanation on my blog where I can draw > pretty pictures and write mathematical notation, but the > crux of the argument that if you are adding two random variables x and y, > then the region where there is non-zero probability is > the square [0,1] x [0,1]. >
