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
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.