1944/07/01 by Harald Bergström · 5 citations
Decision Sciences · Mathematics · #Probability and Risk Models #Statistical Distribution Estimation and Applications
paper · doi:10.1080/03461238.1944.10404925
openalex publication_date 1944/07/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29
If X and Y are mutually independent random variables whith the d. f. 1 Distribution function(s) F 1(χ) and F 2(χ), it is known 2 CRAMÉR (1), p. 35. that the sum X + Y has the d. f. F 2(χ), defined as the convolution where the integrals are Lebesgue-Stiltjes integrals. One uses the abbreviation More generally the sum X 1 + X 2 + … + X n of n mutually independent random variables with the d. f. 1 Distribution function(s) F 1(χ), F 2(χ) , … , F n has the d. f.