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Science Forum Index » Statistics - Math Forum » Convolutions of density functions
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| ProbaWannabe |
 Posted: Sun Jan 21, 2007 8:58 am |
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| Hi, I have a fair number of Statistics books. However, none of the books I own deal with the convolution of density functions in detail. Does anybody know of such a book? Many thanks. |
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| Jack Tomsky |
| Posted: Mon Jan 22, 2007 3:35 pm |
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Quote: Hi, I have a fair number of Statistics books.
However, none of the books I own deal with the
convolution of density functions in detail. Does
anybody know of such a book? Many thanks.
Parzen's book has a chapter on sums of independent random variables.
Jack |
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| danheyman@yahoo.com |
| Posted: Mon Jan 22, 2007 5:49 pm |
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Guest
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Feller, Vol. I concentrates on discrete sample spaces so there's not
much about densities. The only entry for 'convolution' in the index
refers to section XI.2 which is about discrete convolutions. Vol. II
will have a lot about convolutions of densities, including Laplace
transforms and characteristic functions. This is at an advanced level.
I would suggest a more elementary book, e.g. any of the Sheldon Ross
books on probability.
Dan Heyman
quebecstat wrote:
> Intro to Proba Theory, Vol 1, Feller, for example |
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