On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables

By David M. Bradley, Ramesh C. Gupta. 2002

89 citations recorded by the source corpus.

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.

Subfields: Artificial Intelligence, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c60b2ba7a041bed44ce81af3abc6a8de5ad1aff5

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Citations in the corpus

• On the distribution of the sum of independent uniform random variables (2009, background): “This integral, however, is too complicated (see Mitra 1971; Bradley and Gupta 2002 ).”