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The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.
The characteristic function + = ((+)) of the sum of two independent random variables X and Y is just the product of the two separate characteristic functions: = (), = ()
If the moments of a certain random variable are known (or can be determined by integration if the probability density function is known), then it is possible to approximate the expected value of any general non-linear function () as a Taylor series expansion of the moments, as follows: = =!
In mathematics, summation is the addition of a sequence of numbers, called addends or summands; the result is their sum or total.Beside numbers, other types of values can be summed as well: functions, vectors, matrices, polynomials and, in general, elements of any type of mathematical objects on which an operation denoted "+" is defined.
Convolution is used to add two independent random variables defined by distribution functions. Its usual definition combines integration, subtraction, and multiplication. [ 96 ] In general, convolution is useful as a kind of domain-side addition; by contrast, vector addition is a kind of range-side addition.
In mathematics, an associative algebra A over a commutative ring (often a field) K is a ring A together with a ring homomorphism from K into the center of A.This is thus an algebraic structure with an addition, a multiplication, and a scalar multiplication (the multiplication by the image of the ring homomorphism of an element of K).
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In topology, the pasting or gluing lemma, and sometimes the gluing rule, is an important result which says that two continuous functions can be "glued together" to create another continuous function. The lemma is implicit in the use of piecewise functions .