Calculate Convolution 2 pdf random variables

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Minh Dang
Minh Dang 2020-5-15
回答： Jeff Miller 2020-5-15
Hello everyone,
I'm new to Matlab. And I've this question that How can I use built-in Conv function to calculate W=X+Y in the picture below. X and Y are statistically independent.
Thank you so much.

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回答（1 个）

Jeff Miller
Jeff Miller 2020-5-15
The built-in conv function is for something else, not statistical convolutions.
In general, the probability density function of your W(w) is
\integral f_x(t) f_y(w-t) dt
I don't know what your u function is, so I'm not sure whether you can do that analytically or not.
If not, you can use MATLAB's integral function
Have a look at this related question.

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