Consider two random variables $X,Z$. Assume that they are independent and that they both have type I extreme-value distribution, i.e. their cdf follows $$ F(a)\equiv \exp(-\exp(-a)) $$ Is there any result giving a closed form for the cdf of $W\equiv X+Z$?
2026-02-22 22:53:56.1771800836
The cdf of a sum of two independent random variables with type I extreme-value distribution
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