Calculate Convolution 2 pdf random variables

Hello everyone,

I'm new to Matlab. And I've this question that How can I use built-in Conv function to calculate W=X+Y in the picture below. X and Y are statistically independent.

Thank you so much.

Answer 1

[Jeff Miller]

The built-in conv function is for something else, not statistical convolutions.

In general, the probability density function of your W(w) is

 \integral f_x(t) f_y(w-t) dt

I don't know what your u function is, so I'm not sure whether you can do that analytically or not.

If not, you can use MATLAB's integral function

Have a look at this related question.