Let X1, X2, X3, X4 …… be independent, identically continuous random variables with same probability density function, Convolution: X(2) represents convolution of 2: X1+X2; X(3) represents convolution of 3: X1+X1+X3; X(4) represents convolution of 4: X1+X1+X3+X4 ……..
For infinite divisible distributions, e.g., normal distribution: Probability distribution function of X(y) 可以对y 求导吗？y 可以是 continuous？ Any reference papers and books? Thanks
Let X1, X2, X3, X4 …… be independent, identically continuous random
variables with same probability density function,
Convolution: X(2) represents convolution of 2: X1+X2; X(3) represents
convolution of 3: X1+X1+X3; X(4) represents convolution of 4: X1+X1+X3+X4 ……..
For infinite divisible distributions, e.g., normal distribution:
Probability distribution function of X(y) 可以对y 求导吗？y 可以是
continuous？
Any reference papers and books?
Thanks