Dear all,

I learned, to derive the common probability distribution function

of e.g. two independent distribution functions

X and Y

, one can use the convolution.

The second way, from my point of view, could be, if e.g. the two distribution have, let's say two states with given probabilities

X=[0.6 0.4];

Y=[0.3 0.7];

Z(1)=0.6*0.3=0.18

Z(2)=0.6*0.7=0.42

Z(3)=0.4*0.3=0.12

Z(4)=0.4*0.7=0.28

with Z(2)+Z(3)=0.54

The convolution would give:

0.1800 0.5400 0.2800

Is the second way wrong? From my point of view is it even better as it gives more stages in the result.

So, hopefully one of you guys can help with this.

Which version is correct? From my point of view both.

Thanks

HHsts