in reply to Re: Probability sum of random variables
in thread Probability sum of random variables

Hi David, I believe the multinomial formula does not apply here, as we deal with the probability of a sum given n trials (over the combinations of outcomes that can generate the sum over n trial).

Given: number of trials = t, sum of random variables = Z, the discrete convolution is:

Pr[Yt = Z] = ∑ (e = 0 .. Z) Pr[Yt-1 = Z-e] * Pr[e]

FFRANK

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