Distribution And Density Of A Sum Of Random Variables

Yuliandra [23111033]

BY Group V

Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables

Sum of Two Random Variables

W=X+Y X is represent a random signal voltage Y is represent random noise at some instant in time W is the sum represent a signal + noise voltage Probability distribution
1

Region in xy plane where X+Y W

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Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables From Properties of Joint Density
2

We Find
3

Because of X and Y independents

4

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Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables By differentiating using Leibnizs rule
5

Example ; Use equation no.5 to find the density, where the density
of X and Y are assumed to be :

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Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables Two Density Functions with

Two Density Functions with

Sketch of Convulation

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Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables

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Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables Sketch of Convulation

0w<a aw<b b w < a+b w a+b

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Sub Chapter 4.6

Distribution And Density Of A Sum Of Random Variables

Sum of Several Random Variables

So Convolution of N Individual density Function is :

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