So I wanted to throw this question out there to the world and see if anyone can clarify a concept for me.
In my probability class the terms "sums of random variables" is constantly used. However, I'm stuck on what exactly that means?
Are we talking about the sum of a bunch of realizations from a random variable? If so, doesn't that add up to a single number? How does a sum of random variable realizations lead us to a distribution, or a cdf /pdf pdf /function function of any kind?? And if it isn't random variable realizations, then what exactly is being added??
I suppose this is just a terminological concern, but if anyone has any insight I'd be keen on hearing it!