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having grave problems with convolution.

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  • having grave problems with convolution.

    Could someone help set up the integration to the following problem

    Given: F_x_1(x) = 1-0.3e^-2x, 0<=x<2
    and F_x_1(x) = 1, x>=2


    and f_2(x) = 1/5, 0<x<5

    Derive the distribution function for S_2 = X1 + X2

    I do not know how to approach these types of problems

    Help please!

  • #2
    Convolution, but not only

    You can use convolution, or transformation of multivariate distributions, or the CDF approach. This is really all exam P material. Have a look at Course P problems I posted at this forum for the following dates:
    November 25, 2005
    May 14, 2005 (this one especially, as all three techniques are described in detail)
    I hope this helps. Yours,
    Krzys'
    Want to know how to pass actuarial exams? Go to: smartURL.it/pass

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    • #3
      Is the May 14th still available? Most of the older examples aren't working for me (the university site says they aren't available)

      Comment


      • #4
        May 14 exercise

        Originally posted by SirVLCIV
        Is the May 14th still available? Most of the older examples aren't working for me (the university site says they aren't available)
        It should be: I just looked and it is there. Try it, and if it does not work, please send me an e-mail.

        Yours,
        Krzys'
        Want to know how to pass actuarial exams? Go to: smartURL.it/pass

        Comment

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