Sum of pdf

Discussion in 'Probability' started by Tims, Dec 17, 2011.

  1. Tims

    Tims Guest

    Sum of random variables is very well articulated in the literature.

    What is potential purpose and interpretation of summing up probability
    density functions?


    Thanks
     
    Tims, Dec 17, 2011
    #1
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  2. Tims

    Herman Rubin Guest

    None. Weighted linear combinations, with the sum of the
    weights one, correspond to randomized choice of distributions,
    with the weights being the probabilities.
     
    Herman Rubin, Dec 17, 2011
    #2
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  3. Tims

    Tims Guest

    Does it in any way translate to the Mutually Exclusive operation? like
    for CDFs p1+p2 can be interpreted as
    either the Event E1(p1) or Event E2(p2)? Does this make sense for pdfs
    f1(t) + f2(t) ?
     
    Tims, Dec 18, 2011
    #3
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