2009-12-14, 04:19 PM
Stereo Wrote:I'd like to go on record saying that the distribution of the sum of uniform distributions is not fun to work withWell then what the hell did I do and why does it work for all numbers of hits? Also, as much as I'd like to claim otherwise, I don't really understand your math lingo.
You can probably do it algebraically using multiple variable integrals of the p.d.f. (uniform distribution is P(x) = H(x) +(-1)H(x-1) ) so you end up with something like integral y = -inf to inf P(x)P(y) dy But just the fact that it's a piecewise function makes it annoying to work with.
Which, in 2 variables, just ends up being a triangle. P(x) = xH(x) - 2(x-1)H(x-1) + (x-2)H(x-2) But that limits you to finding 2hko probabilities. As a diagram, this would be like the diagonal area under a square, where the square has uniform height.
In the long run just running a few thousand simulations will probably get you close enough, and be a lot easier to write.


