Grinstead-Snell-Probability · Problem 7.1.3

Sums of Random Variables

Mathematics · sums-discrete-random-variables-convolution

Problem

Let X1X_1 and X2X_2 be independent random variables with common distribution pX=(0121/83/81/2).p_X = \begin{pmatrix} 0 & 1 & 2 \\ 1/8 & 3/8 & 1/2 \end{pmatrix}. Find the distribution of the sum X1+X2X_1 + X_2.

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