PDF of the sum of three continous uniform random variables

In summary, the problem is to solve the PDF of the random variable Z, which is the sum of three random variables X1, X2, and X3 with a uniform distribution at [0,1]. The solution involves using the convolution of the PDFs of X1, X2, and X3 to find the PDF of Z. It may be helpful to start with an easier problem of finding the PDF of Y, the sum of X1 and X2, before attempting to solve for Z.
  • #1
peteron
2
0

Homework Statement



X1, X2, X3 are three random variable with uniform distribution at [0 1]. Solve the PDF of Z=X1+X2+X3.

Homework Equations


The Attempt at a Solution



PDF of Z, f_z=[tex]\int[/tex][tex]\int[/tex]f_x1(z-x2-x3)*f_x2*f_x3 dx2 dx3

I saw the answer at http://eom.springer.de/U/u095240.htm, but I cannot figure out how to get there...please help.
 
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  • #2
start with an easier problem first
Y = X1 & X2

it you're still getting no where, try looking up convolutions
 
  • #3
lanedance said:
start with an easier problem first
Y = X1 & X2

it you're still getting no where, try looking up convolutions

I know how to solve the case of two variables, but got stunned in the case of three variables...
 
  • #4
so if you can find the pdf of Y = X1 + X2, then consider Z = Y + X3
 

FAQ: PDF of the sum of three continous uniform random variables

1. What is a PDF?

A PDF (Probability Density Function) is a mathematical function that describes the probability of a random variable taking on a certain value. It is used to model continuous random variables.

2. What is a continuous uniform random variable?

A continuous uniform random variable is a type of random variable where every value within a certain range has an equal chance of being chosen. This type of random variable follows a uniform distribution and is commonly used in modeling real-world scenarios.

3. How is the PDF of the sum of three continuous uniform random variables calculated?

The PDF of the sum of three continuous uniform random variables is calculated by convolving the individual PDFs of each variable. This involves finding the sum of the individual variables and then integrating the resulting function to get the final PDF.

4. Can the PDF of the sum of three continuous uniform random variables be simplified?

Yes, the PDF of the sum of three continuous uniform random variables can be simplified by using the convolution theorem. This theorem states that the Fourier transform of the sum of two functions is equal to the product of their individual Fourier transforms. By applying this theorem, the convolution integral can be simplified to a simple multiplication of the individual Fourier transforms.

5. How is the PDF of the sum of three continuous uniform random variables used in practical applications?

The PDF of the sum of three continuous uniform random variables is used in various fields, such as engineering, physics, and economics, to model and analyze real-world data. It helps in understanding the distribution of a variable and predicting the likelihood of certain outcomes. This information can then be used to make informed decisions and optimize processes.

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