[Math] Sum of two random numbers

normal distributionprobabilityprobability distributionsrandomuniform distribution

What is a character of distribution of the sum of two random numbers in the range $(0, 1)$? I guess that it should be uniform. But in case of specific example it's not.

Best Answer

The probability distribution of a sum of independent random variables is the convolution of the probability distribution of those random variables.

See https://en.wikipedia.org/wiki/Convolution_of_probability_distributions.

If you apply that principle, you will get an answer to your question.

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