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Convolution of probability distributions
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<p>The convolution/sum of probability distributions arises in <a href="/facts/Probability_theory/mFBn51rE">probability theory</a> and <a href="/facts/Statistics/DNPsKGYU">statistics</a> as the operation in terms of <a href="/facts/Probability_distribution/EpsKKVRu">probability distributions</a> that corresponds to the addition of <a href="/facts/Statistically_independent/NUzQtnUL">independent</a> <a href="/facts/Random_variable/TwTBXnLT">random variables</a> and, by extension, to forming linear combinations of random variables. The operation here is a special case of <a href="/facts/Convolution/PVPrdz9J">convolution</a> in the context of probability distributions. </p>