I have a random variable $A$ with $A = B + C$, where $B$ is a normal distribution with the usual range $(-\infty , +\infty)$ and $C$ is a truncated exponential distribution of range $(a,b)$. How to obtain the probability distribution of $A$?
2026-03-29 15:54:34.1774799674
How to do the convolution of a normal distribution with a truncated exponential distribution?
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