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Math Help - Discrete Convolutions

  1. #1
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    Discrete Convolutions

    How would you go about convolving something that looks like the following 2 discrete distributions?

    Number Probability
    0 0.2
    1 0.3
    2 0.5

    Number Probability
    0 0.1
    1 0.2
    2 0.3
    3 0.4
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  2. #2
    MHF Contributor
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    Re: Discrete Convolutions

    Hey bookworm121.

    The simple answer is to just use the convolution formula. You will have a total of 5 different outcomes.

    Convolution - Wikipedia, the free encyclopedia

    In the wiki article, the f's and the g's are probabilities of a particular realization. Once you have this value for each output you can get the distribution.
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