More on the distribution of the sum of uniform random variables -- from Wolfram Library Archive

Title

More on the distribution of the sum of uniform random variables

Authors

Heinrich Potuschak

Werner G. Müller

Journal / Anthology

Statistical Papers

Year:

2009

Volume:

Issue:

Page range:

177-183

Description

The paper provides a simplified derivation of the density of the sum of independent non-identically distributed uniform random variables via an inverse Fourier transform. We also provide examples illustrating the quality of the Normal approximation and corresponding MATHEMATICA code.

Subject

Unclassified

Keywords

Uniform distribution · Inverse fourier transform · Normal, approximation

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