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Results tagged with convolution
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user 445602
Convolution is a function-valued operation on two functions $f$ and $g$: $\int _{-\infty }^{\infty }f(\tau )g(t-\tau )d\tau$. Often used for obtaining the density of a sum of independent random variables. This tag should also be used for the inverse operation of deconvolution. DO NOT use this tag for convolutional neural networks.
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Is there an analytical solution to the distribution of a sum of observations drawn from a Fr...
Let $X_i$ be an iid draw from a Frechet distribution. Let $\alpha_i \in \mathbb{R}$.
Is there an analytical expression of the distribution of $\alpha_1X_1 + \alpha_2X_2 + \alpha_3X_3$? That is, can I …
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