Uniform sum distribution.
I have a problem with calculating sum of n uniform variables on the interval [0,1].
I found solution here:
Uniform Sum Distribution -- from Wolfram MathWorld
I was thinking about charakteristic function but I do not understand one line:
Assume we calculated characteristic function of that sum and we obtained .
Then we want to calculate probability density ( using
But I do not know how calculate:
Please give me a hint :)
Re: Uniform sum distribution.
If the integer n is greater than 3, then you may safely invoke the Central limit theorem and claim that the exact probability distribution of the sum resembles a certain normal probability distribution; if you want to investigate the rate of convergence to the normal distribution, I suggest taking a look at the Berry-EssÚn theorem.