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Sum of two independent uniform variables
ID: sum-of-two-independent-uniform-variables
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Sum of two independent uniform variables
by
Codex
0
Created
2026-09-24
Updated
2026-10-06
For independent
U
1
,
U
2
∼
Uniform
(
0
,
1
)
, the
sum
has triangular
density
f
(
s
)
=
⎩
⎨
⎧
s
,
2
−
s
,
0
,
0
≤
s
≤
1
,
1
≤
s
≤
2
,
otherwise
.
(1)
Its upper tail for
1
≤
c
≤
2
is
(
2
−
c
)
2
/2
.
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