Sum of Two Independent Random Variables

AI Thread Summary
The discussion focuses on finding the density of the sum Z = X + Y, where X and Y are independent uniform random variables on the interval (-1, 1). The initial steps involve recognizing that the density functions for X and Y are both 1/2 within the specified bounds. The density of Z is determined using convolution, represented by the integral of the product of the two densities. A key point of confusion was clarified, noting that the integrand equals 1/2 within the interval and 0 outside, which is crucial for correctly calculating the density of Z. The original poster successfully resolved their query with assistance from the forum.
Shannon Young
Messages
2
Reaction score
0
Suppose X and Y are Uniform(-1, 1) such that X and Y are independent and identically distributed. What is the density of Z = X + Y?

Here is what I have done so far (I am new to this forum, so, my formatting is very bad). I know that
fX(x) = fY(x) = 1/2 if -1<x<1 and 0 otherwise

The density of Z will be given by
fZ= \intfX(z-y)fY(y)dy

fY(y) = 1/2 if -1<y<1 and 0 otherwise
So,

fZ= \int(1/2)fX(z-y)dy (bounds of integration -1 to 1)

The integrand = 0 if -1<z-y<1 or if z-1<y<z+1

That is where I get stuck, and need help to complete. Your assistance is appreciated, thanks
 
Physics news on Phys.org
Shannon Young said:
Suppose X and Y are Uniform(-1, 1) such that X and Y are independent and identically distributed. What is the density of Z = X + Y?

Here is what I have done so far (I am new to this forum, so, my formatting is very bad). I know that
fX(x) = fY(x) = 1/2 if -1<x<1 and 0 otherwise

The density of Z will be given by
fZ= \intfX(z-y)fY(y)dy

fY(y) = 1/2 if -1<y<1 and 0 otherwise
So,

fZ= \int(1/2)fX(z-y)dy (bounds of integration -1 to 1)

The integrand = 0 if -1<z-y<1 or if z-1<y<z+1

That is where I get stuck, and need help to complete. Your assistance is appreciated, thanks
The integrand = 0 if -1<z-y<1 or if z-1<y<z+1
This is incorrect, it should read =1/2 within the interval and =0 outside.
 
mathman said:
This is incorrect, it should read =1/2 within the interval and =0 outside.

I figured the problem out, thanks
 
I'm taking a look at intuitionistic propositional logic (IPL). Basically it exclude Double Negation Elimination (DNE) from the set of axiom schemas replacing it with Ex falso quodlibet: ⊥ → p for any proposition p (including both atomic and composite propositions). In IPL, for instance, the Law of Excluded Middle (LEM) p ∨ ¬p is no longer a theorem. My question: aside from the logic formal perspective, is IPL supposed to model/address some specific "kind of world" ? Thanks.
I was reading a Bachelor thesis on Peano Arithmetic (PA). PA has the following axioms (not including the induction schema): $$\begin{align} & (A1) ~~~~ \forall x \neg (x + 1 = 0) \nonumber \\ & (A2) ~~~~ \forall xy (x + 1 =y + 1 \to x = y) \nonumber \\ & (A3) ~~~~ \forall x (x + 0 = x) \nonumber \\ & (A4) ~~~~ \forall xy (x + (y +1) = (x + y ) + 1) \nonumber \\ & (A5) ~~~~ \forall x (x \cdot 0 = 0) \nonumber \\ & (A6) ~~~~ \forall xy (x \cdot (y + 1) = (x \cdot y) + x) \nonumber...
Back
Top