Convolution of probability distributions: Difference between revisions

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== Example derivation ==

There are several ways of derivederiving formulae for the convolution of probability distributions. Often the manipulation of integrals can be avoided by use of some type of [[generating function]]. Such methods can also be useful in deriving properties of the resulting distribution, such as moments, even if an explicit formula for the distribution itself cannot be derived.

One of the straightforward techniques is to use [[Characteristic function (probability theory)|characteristic functions]], which always exists and are unique to a given distribution.{{cn|date=April 2013}}