5
$\begingroup$

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?

$\endgroup$
  • 5
    $\begingroup$ Have you seen this YouTube video about convolution? It cannot get more visual than that! $\endgroup$ – Xi'an Jan 14 '17 at 13:44
1
$\begingroup$

take a look at

https://en.wikipedia.org/wiki/Illustration_of_the_central_limit_theorem

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.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.