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Sums of Independent Discrete Random Variables

John H. Drew, Diane L. Evans, Andrew G. Glen and Lawrence M. Leemis
Additional contact information
John H. Drew: The College of William and Mary
Diane L. Evans: Rose-Hulman Institute of Technology
Andrew G. Glen: Colorado College
Lawrence M. Leemis: The College of William and Mary

Chapter 8 in Computational Probability, 2017, pp 111-138 from Springer

Abstract: Abstract This chapter presents an algorithm for computing the PDF of the sum of two independent discrete random variables, along with an implementation of the algorithm in APPL. Some examples illustrate the utility of this algorithm.

Keywords: Independent Random Variable; Computer Algebra System; Sorting Algorithm; Probability Generate Function; Discrete Random Variable (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-43323-3_8

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DOI: 10.1007/978-3-319-43323-3_8

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