Computational probability theory: how much will ξ(ω) + η(ω) be, at least approximately?

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Mercury132016-11-10 18:29:40

Mathematics

Mercury13, 2016-11-10 18:29:40

Computational probability theory: how much will ξ(ω) + η(ω) be, at least approximately?

There are several distributions: gamma, lognormal, and even such that with probability p we have some kind of “normal” distribution, and with probability 1−p we have zero.
There are two random variables - we consider that they are independent. How to approximately obtain the distribution function of the sum ξ(ω) + η(ω)?

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