Properties of Certain Random variables and sums of them I have been studying probability and there are many results regarding the sum of random variables.
For example the sum of iid bernouli random variables is a binomial distributed
The sum of Geometric random variables is Negative binomial distributed
Sum of exponential random variables is Gamma distributed.  Also what are the other important results like this?
Where can I find a list of such properties that would help me deal with the subject better?.
I am having to constantly search through my book for such references. If someone can provide me a a source for this I will be grateful.
This is not a question but rather a request for a good reading material. So please try and understand and not downvote. Thanks
 A: The most complete resource you may find online might be Wikipedia's List of Probability Distributions:
Wikipedia: List of Probability Distributions.
You can click on each distribution listed to go to its own page, for more complete descriptions.
The summary you prefer will most likely be much simpler than this complete resource, and I recommend you google lists/summaries of probability distributions and refer to several until you arrive at one or two that key resources that suit you well, print them out and make your own notes on them.  You can search also for "derivation of probability distributions." One example is:
Derivation of Probability Distributions.
If your course covers a particular list of distributions, you can find the Wikipedia page for each of these or you can google the derivation for the specific distribution.
A: A list of interrelation among distributions based on sum (like the examples you cited) would be much interesting. However I never came across a paper reporting it.
Nor I saw any list reporting together pdf and characteristic function. That could be of some help, since the CF of the sum of random variables is the product of the single CF's.
