ON THE DISTRIBUTION OF THE SUM OF n NON-IDENTICALLY DISTRIBUTED UNIFORM RANDOM VARIABLES
نویسندگان
چکیده
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the characteristic function, we derive explicit formulæ for the distribution of the sum of n non-identically distributed uniform random variables in both the continuous and the discrete case. The results, though involved, have a certain elegance. As examples, we derive from our general formulæ some special cases which have appeared in the literature. 1 2 SUM OF NON-IDENTICAL UNIFORM RANDOM VARIABLES
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