Hi, all.
It is well known that the sum of two normal r.v.'s is also a normal
variable. The same is true for Poisson r.v.'s.
I was wondering about r.v.'s from the uniform distribution. If X1 and X2
follow the uniform distribution, do we know the distribution of Y=X1+X2? I
tried simulating a pair of dice, and it is clear to me that the sum of the
two variables is not uniform. Does anybody know the general form of the mean
and s.d.?
I looked at the moment-generating function of Y, but I couldn't find a
familiar distribution for M_1(t)M_2(t). Would anybody remember a book where
I can find an answer to this problem?
I find this an interesting problem because I want to know the distribution
of the two pseudorandom generators (each generating equiprobable outcomes)
added together.
Thanks!!!
J. Bee
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