Combined distribution function from multiple identical distributions and from two different distributions
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Hi everyone, i tried to find the answer for my question in this forum and on Google, but unfortunately i was unsuccessful. I hope one of you can help me.
My first question is how to generate a general cdf and pdf for describing a random variable that is a combination of multiple draws from the same distribution function. So for example the distribution function for a weeks demand, when knowing the demand parameters for a days demand.
Dweek = sum(D1 + ... +D5) where D1 to D5 follow the same distribution function.
(I need a general function, as my program should be capable of handling different distribution functions)
And the second question is how to generate a general cdf and pdf for describing a random variable that describes the difference of two different distributed random variables.
The final application for the problem is to get the probability of cumulated deliveries exceeding cumulative demands so:
P(sum(Xi)> sum(Yi)) with i=1:5 as control variable
i already found out that it can be rearanged to P(sum(Xi - sum(Yi) = 0)
I hope you can understand my problem, as it is a bit hard to formulate and it would be great if somebody could help me with it.
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