On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables
- Cite this article as:
- Bradley, D.M. & Gupta, R.C. Annals of the Institute of Statistical Mathematics (2002) 54: 689. doi:10.1023/A:1022483715767
- 336 Downloads
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the characteristic function, we derive explicit formulae for the distribution of the sum of n non-identically distributed uniform random variables in both the continuous and the discrete case. The results, though involved, have a certain elegance. As examples, we derive from our general formulae some special cases which have appeared in the literature.