Fourier Transform and convolution.
- To: mathgroup at smc.vnet.net
- Subject: [mg26583] Fourier Transform and convolution.
- From: Adil.Reghai at dresdnerkb.com
- Date: Tue, 9 Jan 2001 01:51:57 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
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, ---------------------------------------------------------------------- If you have received this e-mail in error or wish to read our e-mail disclaimer statement and monitoring policy, please refer to http://www.drkw.com/email-disclaimer.html or contact the sender. ----------------------------------------------------------------------
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