Hi Poulomi, as I understand you have PDF of your desired function as convolution of two random functions(assuming f1,f2), you also have the file exchange script as you have mentioned hence you can use the following strategy.
(desired PDF as pdf)
pdf = conv(f1,f2);
[cdf,E,R,info]=integralN_mc(pdf);
"integralN_mc" being the function created under the script, you can use other variations of the functions as described in the script as well.
Please do share what input random functions you are using for further help if your query is not resolved.
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