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Fourier Transform and convolution.


Hi,

We wanted to perform the distribution of a sum of two independent variables
X and Y which are both N(0,1).
The way We wanted to do it is to use the convolution property. In order to
compute this convolution we perform 
a Fourier Transform of the pdf n(0,1) and then square each point. After that
we performed an inverse Fourier transform. 
Instead of obtaining a N(0,sqrt(2)) we obtain a distribution which is
shifted in the form of a U.

Could you please tell us what went wrong?

Regards

Adil,


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