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Marvinklein (talk | contribs) ←Created page with 'In mathematics, '''convolution sampling''' is a technique used to generate observations from a distribution. A number of distribut...' |
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== Example ==
Consider the random variable <math>X\ \sim Erlang(k, \theta)</math>, defined as the sum of k random variables each with distribution <math>exp(k \theta)</math>
Notice that
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