Robert A. Macy wrote:
Right!
checked empirically using x=rand(1,1000) and hist(x) it's there all
right.
Didn't make sense at first then I remembered
.5 + .5 done four different ways only reinforces the
average, but...
+0 +1
+0 0
1 0
or,
1 1
rarely enhances the edges but definitely moves the
weighting towards the average.
Learn something everyday.
So what is the PDF if the two are multiplied?
- Robert -
This is related to the central limit theorem. The average of the sum
of n centered random variables, multiplied by the square root of n,
converges in distribution to a normal random variable. There are a few
technical conditions that need to be satisfied, but they hold for this
example. There is no such general result for multiplication of random
variables.
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