Probability Distribution - Some Properties

Some Properties

  • The probability distribution of the sum of two independent random variables is the convolution of each of their distributions.
  • Probability distributions are not a vector space – they are not closed under linear combinations, as these do not preserve non-negativity or total integral 1 – but they are closed under convex combination, thus forming a convex subset of the space of functions (or measures).

Read more about this topic:  Probability Distribution

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