Consider there are N statistically independent random variables X„‚n = 1,2,.….....N, . The sum of the random variables is given as Y = X₁ + X₂ + X₂ +...... + XN -dom Then the probability density function of Y is equal to the convolution of all the individual density functions.i.e fy(y) = fx, (x₁) * fx₂ (x₂) * £₁, (x₂) *..... * £x, (XN)

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