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Convolution: PDF of difference of uniform random variables [closed]

PDF of $X$: PDF of $Y$: $Z=X-Y$, $T=X+2Y$, how to find the PDF of $Z$ and $T$ and plot them?
Charlotte's user avatar
  • 191
1 vote
1 answer
1k views

Density of square root of sum of squared independent uniform random variables [duplicate]

Let $X \sim U(-1, 1)$ and $X \sim U(-1,1)$. We want to find density function of $W = \sqrt{X^2 + Y^2}$. I got stuck and I have no idea, where I am making a mistake. This is my approach. Let $F$ be a ...
Elizabeth_Banks's user avatar
1 vote
1 answer
803 views

Why does Uniform distribution make sense?

This might be a dumb question, but I am suddenly confused on how to understand the PDF of a uniform distribution. For instance, the PDF of standard uniform is always equal to 1... How is that ...
J. Doe's user avatar
  • 13
5 votes
2 answers
2k views

If $X=\sin\Theta$ and $Y=\cos\Theta$ with $\Theta$ uniformly distributed, how can I compute the joint pdf of $(X,Y)$?

I have a random variable $\Theta$ uniformly distributed between $[-\pi ,\pi]$, two functions $X=\sin\Theta$ and $Y=\cos\Theta$. I know that $X$ and $Y$ are uncorrelated but not independent. I want to ...
Marco's user avatar
  • 83
3 votes
1 answer
1k views

Sum of exponential of uniform random variables?

Let $F_{i}$ and $\phi_{i}$ are uniformly distributed independent random variables in the range $[-50,50]$ and $[-\pi/4,\pi/4]$, respectively. If $N = 10$ and $$Z = \sum_{i=0}^N e^{j(F_{i}+\phi_{i})}...
Ahwaq's user avatar
  • 121
2 votes
1 answer
579 views

How to estimate the PDF of the logarithm of a uniformly distributed random variable?

This is a question I have to solve and need help with. I know it's usual to give pointers and hints so the OP can follow from there. Thus, I'll appreciate all input that shows me the way to go. Let $...
Hugo's user avatar
  • 706
2 votes
2 answers
411 views

What is the ratio of a N[0,1] and U[-1/2,1/2]?

I have come across a problem where I can reasonably assume that the numerator is a uniform distribution of the type U[-a,a], i.e., centered on zero, and the denominator is N[0,b]. This seems to be ...
Carl's user avatar
  • 13.3k
-2 votes
2 answers
1k views

Uniform Density Function

As we know the uniform probability density function is f(x)=1/(b-a) if i find the density function and area of this uniform distribution between (0, 1/2) then it would be f(x)=1/(1/2-0) f(x)=2 ...
user172500's user avatar
1 vote
1 answer
69 views

Discrete Distribution

In the die-coin experiment, a fair, standard die is rolled and then a fair coin is tossed the number of times showing on the die. Let N denote the die score and Y the number of heads. a)I want to ...
Win_odd Dhamnekar's user avatar
8 votes
2 answers
811 views

PDF of a sum of dependent variables

This is a direct continuation of my recent question. The thing that I actually want to get is the distribution of $a+d+\sqrt{(a-d)^2+4bc}$, where $a,b,c,d$ are uniform in $[0,1]$. Now, the ...
corey979's user avatar
  • 1,264
17 votes
2 answers
689 views

What's the distribution of $(a-d)^2+4bc$, where $a,b,c,d$ are uniform distributions?

I have four independent uniformly distributed variables $a,b,c,d$, each in $[0,1]$. I want to calculate the distribution of $(a-d)^2+4bc$. I computed the distribution of $u_2=4bc$ to be $$f_2(u_2)=-\...
corey979's user avatar
  • 1,264
1 vote
1 answer
1k views

How do I compute the density of this data set that is made up of two different 3D-distributions?

A sequel to this question. I have a dataset where: $\frac{4}{5}$ of the points are drawn from: $(x, y) \sim \mathcal{U}_{2}(0,30)$, $(z) \sim \mathcal{U}_{1}(14.5, 15.5)$. $\frac{1}{5}$ of the ...
Laura's user avatar
  • 165
3 votes
1 answer
413 views

Scale parameter MLE scheme known but how to find according distribution PDF?

For known location, we can find the scale parameter of a normal distribution by calculating the sum of squared differences to the location, then dividing by n-1 and taking the square root. This is the ...
user32038's user avatar
  • 445
13 votes
1 answer
3k views

Can we make the Irwin-Hall distribution more general?

I need to find a symmetric low-kurtosis distribution class, which includes the uniform, the triangular and the normal Gaussian distribution. The Irwin-Hall distribution (sum of standard uniform) ...
user32038's user avatar
  • 445