distr (version 1.9)

convpow-methods: Distribution of the sum of univariate i.i.d r.v's

Description

Method convpow determines the distribution of the sum of N univariate i.i.d r.v's by means of DFT

Usage

convpow(D1,...)
  ## S3 method for class 'AbscontDistribution':
convpow(D1,N)
  ## S3 method for class 'LatticeDistribution':
convpow(D1,N)

Arguments

D1

an object of (a sub)class (of) "AbscontDistribution" or "LatticeDistribution"

...

not yet used; meanwhile takes up N

N

an integer

Value

• Object of class "AbscontDistribution" resp. "LatticeDistribution"

concept

• convolution for distributions
• arithmetics for distributions
• info file
• FFT
• DFT

Details

in the methods implemented a second argument N is obligatory; the general methods use a general purpose convolution algorithm for distributions by means of D/FFT.

References

Kohl, M., Ruckdeschel, P., Stabla, T. (2005): General purpose convolution algorithm for distributions in S4-Classes by means of FFT. Technical report, Feb. 2005. Also available in http://www.uni-bayreuth.de/departments/math/org/mathe7/RUCKDESCHEL/pubs/comp.pdf

See Also

operators, distrARITH()

Examples

convpow(Exp()+Pois(),4)