Example 3: Step-by-Step Convolution: Inputs
Click compute to see results...
- Uniform(4) distribution gives equal probability to losses
of 0, 1, 2 or 3.
- The sum of two Uniform(4) distributions is a triangular distribution.
- Add One: sets Y distribution to the degenerate
distribution with Pr(Y=1) = 1. This shifts the X distribution
down by one.
References to Wang
- Section 2.3
- Section 2.3.3 exactly describes this example.