If x has PDF f(x) and y has PDF g(y), the z=x+y has PDF...
If f(*) and g(*) are 'rectangular' then is 'triangular'...
Suppose X and Y are Uniform(-1, 1) such that X and Y are independent and identically distributed. What is the density of Z = X + Y?
Here is what I have done so far (I am new to this forum, so, my formatting is very bad). I know that
fX(x) = fY(x) = 1/2 if -1<x<1 and 0 otherwise
The density of Z will be given by
fZ(z)= integral fX(z-y)fY(y)dy bounds of integration from -infinity to infinity
fY(y) = integral 1/2 if -1<y<1 and 0 otherwise
fZ(z) = (1/2)fX(z-y)dy (bounds of integration -1 to 1)
The integrand = 1/2 if -1<z-y<1 or z-1<y<z+1
or 0 otherwise
This is where I get stuck and not sure how to proceed. Thanks
This is just like the sum of two U(0,1).
It's easy to solve it via geometry.
Draw a square (-1,1) by (-1,1)
Obtain by figuring the area "under" x+y<z for -2<z<2.
The third dimension is just 1/4, since the density is constant over that square.