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[S] Numerical convolution

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Subject: [S] Numerical convolution
From: pierre.joyet@basler.ch (joyet pierre)
Date: Thu, 30 Jul 1998 10:31:49 +0200
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Using S-Plus 4.5, what is the most efficient numerical method for
computing (in 1000 points, say) the density or probability function of X
+ Y, where X and Y are random variables whose joint density or
probability function is given?

Is there a special method when X and Y are independent?

Please tell me if You know of a good reference about such questions.

Thanks in advance

Pierre Joyet
Baloise Insurance Company
Switzerland
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