I have convoluted two pdfs. Both of my pdfs are exponential with lambda=10 and 20, respectively. I have used the following code:
fun1=@(x)exppdf(x,10);
fun2=@(x)exppdf(x,20);
x=0:30;
y=conv(fun(x),fun2(x));
The code above gives the vector y with 61 elements in it. When I used the 'trapz(0:60,y)' function to find the area under the curve y, it gives 0.80 as output. However, the area should be one since y represents a pdf. I suspect that it is due to the error associated with integration via 'trapz'.
But I need to confirm that I am getting a valid pdf. What function can I use instead of trapz. I cannot use the function 'integral', because it requires functional form of convolution output which I don't have.
Any suggestions?
