Questions on using, finding, or otherwise relating to probability distributions, pdfs, cdfs, or the like.

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2
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2answers
1k views

Convolution of multiple probability density functions

I have a series of tasks where when one task finishes the next task runs, until all of the tasks are done. I need to find the probability that everything will be finished at different points in time. ...
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vote
2answers
463 views

Are these transformations of the $\beta^\prime$ distribution from $\beta$ and to $F$ correct?

Motivation I have a prior on a random variable $X\sim \beta(\alpha,\beta)$ but I need to transform the variable to $Y=\frac{X}{1-X}$, for use in an analysis and I would like to know the distribution ...
5
votes
3answers
1k views

Proof that the sum of two Gaussian variables is another Gaussian

The sum of two Gaussian variables is another Gaussian. It seems natural, but I could not find a proof using Google. What's a short way to prove this? Thanks! Edit: Provided the two variables are ...