The convolution of two dfs is absolutely continuous if at least one of the components is absolutely

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The convolution of two dfs is absolutely continuous if at least one of the components is absolutely continuous. The converse is false (Exercise 8.4.6)

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Probability Theory Independence Interchangeability Martingales

ISBN: 9780387406077

3rd Edition

Authors: Yuan Shih Chow, Henry Teicher

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Question Posted: Oct 29, 2024 11:00 AM

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The convolution of two dfs is absolutely continuous if at least one of the components is absolutely continuous. The converse is false (Exercise 8.4.6)
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The convolution of two dfs is absolutely continuous if at least one of the components is absolutely

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Probability Theory Independence Interchangeability Martingales

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