Convolution of independent random variables
= Convolution of independent random variables
= Convolution of probability densities
{synonym}
If <independent> real <random variables> $X$ and $Y$ have <probability density functions>[densities] $f_X$ and $f_Y$, their sum has the <convolution> <probability density function>[density]
$$
f_{X+Y}(z)=(f_X*f_Y)(z)=\int_{-\infty}^{\infty}f_X(x)f_Y(z-x)\,dx.
$$