Grinstead-Snell-Probability · Problem 7.1.4

Sums of Random Variables

Mathematics · sums-discrete-random-variables-convolution

Problem

In one play of a certain game you win an amount

X

with distribution

p_X = \begin{pmatrix} 1 & 2 & 3 \\ 1/4 & 1/4 & 1/2 \end{pmatrix}.

Using the program NFoldConvolution find the distribution for your total winnings after ten (independent) plays. Plot this distribution.