On the distribution of the sum of independent uniform random variables

On the distribution of the sum of independent uniform random variables

Motivated by an application in change point analysis, we derive a closed form for the density function of the sum of n independent, non-identically distributed, uniform random variables.

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Veröffentlicht in:Statistical papers (Berlin, Germany) Germany), 2009-01, Vol.50 (1), p.171-175
Hauptverfasser: Sadooghi-Alvandi, S. M., Nematollahi, A. R., Habibi, R.
Format: Artikel
Sprache:eng
Schlagworte:
Density
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Exact solutions
Finance
Insurance
Laplace transforms
Management
Mathematical analysis
Mathematics and Statistics
Measures of variability
Normal distribution
Operations Research/Decision Theory
Probability Theory and Stochastic Processes
Random variables
Statistics
Statistics for Business
Studies
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Beschreibung
Zusammenfassung:Motivated by an application in change point analysis, we derive a closed form for the density function of the sum of n independent, non-identically distributed, uniform random variables.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-007-0049-4