Sums of RV, Convolution plots
- From: "Mike Lukas" <mike.lukas2008@xxxxxxxxx>
- Date: Sun, 21 Sep 2008 03:13:08 +0000 (UTC)
Hello all,
My goal is to visualize the sum of iid random variables which I denote L_i. Given that I only have the pdf, this is all done in MATLAB using covolutions.
One problem that I have however, is related to the process of covolutions themselves and how they scale the x-axis. As you know, the act of covultion increases the domain so that if I take to iid uniform rvs on [0, 1], the conovultion will result in a function defined on [0,2].
I would, however, like to compare different sums of the rvs L_i on the same domain [0,1], ie I'm sampling the different distributions at the same points on the x-axis. This is where I run into trouble, as I do not know how to do this.
Forgive me if there is a simple solution to this problem, as I do not have a background in statistics.
Cheers,
M.Lukas
.
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