in reply to Probability sum of random variables

I am not a mathematician, but I *think* the question can be solved without any training set if you know "how random" the random numbers are (i.e. what's the distribution)?

For instance, it's easy to see that if the numbers are evenly distributed between 0 and 1, for N random numbers N / 2 would be have the highest frequency, while 0 and N would have the lowest.

Sorry for derailing this thread if you've got good reason to need the training set - just a thought.

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Re^2: Probability sum of random variables
by FFRANK (Beadle) on Aug 30, 2007 at 21:37 UTC
    Hi Joost, The training set isn't a problem to compute, and necessary to know what is the probability of obtaining any given sum. The problem is more on how to scale up the recursive convolution. FFRANK