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A distribution is a mathematical description of probabilities or frequencies.

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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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