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distr6 (version 1.1.0)

Convolution: Distribution Convolution Wrapper

Description

Calculates the convolution of two distribution via numerical calculations.

Value

Returns an R6 object of class Convolution.

Constructor

Convolution$new(dist1, dist2, add = TRUE, type = NULL)

Constructor Arguments

Argument Type Details
dist1 distribution First distribution in convolution.
dist2 distribution Second distribution in convolution.
add logical Add or subtract distributions.
type logical Type of new distribution, automated if NULL.

Details

The convolution of two probability distributions \(X\), \(Y\) is the sum $$Z = X + Y$$ which has a pmf, $$P(Z = z) = \sum_x P(X = x)P(Y = z - x)$$ with an integration analogue for continuous distributions.

Currently distr6 supports the addition of discrete and continuous probability distributions, but only subtraction of continuous distributions.

See Also

listWrappers