It is easy for me to visualize the distribution of a random variable by drawing its density function.

Suppose I have two independent random variables now. I can plot the densities and visualize how the masses are spread across the real line. How do I visualize the convolution using that -- is there a way to see how those masses move around and get "combined" in the convolution?

  • 5
    $\begingroup$ Have you seen this YouTube video about convolution? It cannot get more visual than that! $\endgroup$
    – Xi'an
    Jan 14, 2017 at 13:44

1 Answer 1


take a look at


In general, RVs that look very asymmetrical and bizarre converge faster than you can imagine to a normal distribution. This is the Central Limit Theorem in practice.


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