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Algorithms for computing the distributions of sums of discrete random variables. (English) Zbl 1077.60013

Summary: We present algorithms for computing the probablity density function of the sum of two independent discrete random variables, along with an implementation of the algorithm in a computer algebra system. Some examples illustrate the utility of this algorithm.

MSC:

60E05 Probability distributions: general theory
60-04 Software, source code, etc. for problems pertaining to probability theory

Software:

APPL
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Full Text: DOI

References:

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