Given two complicated CDFs $f(x)$ and $g(x)$ on random variables $X$ and $Y$ respectively. Is there a way to approximate for the combined CDF $h(x)$ on $X + Y$ without having to perform a convolution on the distributions, given their complicated nature?
2026-04-29 21:12:07.1777497127
Approximate the CDF of the sum of 2 probability distributions
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