Re: [Boost-users] [math-toolkit] algorithms for"selfmade"distributions

From: John Maddock (john_at_[hidden])
Date: 2008-06-25 04:37:20

> Yes, more than just the weighted mean. What would need to change
> inside a pdf object when convolving two distributions? As far as I
> understand, and please correct me if I'm wrong, the pdf's are
> lightweight in a sense that every y-value is being computed on the fly
> based on the x-value?

Yes, the result is computed numerically each time the pdf or cdf etc 
functions are called, however the interface is just:

result_type pdf(distribution_object, random_variable);

So as long as there is some mechanism for calculating the result from the 
convolved distributions then the interface should be able to cope?

Do you have a reference/web page I can look at for what you want to 
calculate so I can see what's involved?

John.