On the distribution of the sum of n non-identically distributed uniform random variables

DOI10.1023/A:1022483715767MaRDI QIDQ1868285zbMATH OpenOpenAlexFDO

Authors David M. Bradley, Ramesh C. Gupta

Publication date 27 April 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411298

zbMATH Keywords

convolutionFourier transformprobability densitysine integralsuniform distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

Abstract: 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 formulae 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 formulae some special cases which have appeared in the literature.

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