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Convolve 2 uniform distributed variables

2 messages · corn at mail.tu-berlin.de, Matthias Kohl

#
Hi,
I want to convolve 2 uniform distributed [0,1] variables, so that I  
get this graphic:  
http://de.wikipedia.org/wiki/Benutzer:Alfred_Heiligenbrunner/Liste_von_Verteilungsdichten_der_Summe_gleichverteilter_Zufallsvariabler (second  
graphic)

if I do

u1<-seq(0,1,length=100)
fu1=dunif(u1,min=0,max=1)

plot(u1,fu1,type="l",xlim=c(-2,2))


u2<-seq(0,1,length=100)
fu2=dunif(u2,min=0,max=1)

u1u2<-convolve(u1,rev(u1),typ="o")

plot(u1u2)

it does not work, could you help me please? The point is the convolve  
function I think, what do I have to type, to get the correct  
convolution of two uniform distributed [0,1] variables as to be seen  
in the second graphic in the given link?

Thanks a lot
#
take a look at the distr package

library(distr)
U <- Unif()
U2 <- U + U
# or
U2 <- convpow(U, 2)
plot(U2)
# or
curve(d(U2)(x), from = 0, to = 2)


Best
Matthias
On 24.05.2012 08:29, corn at mail.tu-berlin.de wrote: