In reference to this post, the pdf for dependent random variables $X_1+X_2$ is given by:
$$f_{X_1+X_2}(z) = \int_{-\infty}^{\infty} f_{X_1,X_2}(x,z-x) \mathrm dx$$
How does this formula extend to the multivariate case $X_1+...+X_n$?
2026-03-28 14:37:00.1774708620
Extend bivariate to multivariate convolution formula?
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