---
tag: 0F8GDKM0A7
kind: concept
name: Convolution of probability distributions
aliases: [convolution-of-distributions, convolution-of-measures]
msc: ["60E05"]
sources:
  - url: https://en.wikipedia.org/wiki/Convolution_of_probability_distributions
    locator: lead section
same_as:
  wikidata: Q5166603
  wikipedia: Convolution of probability distributions
---

## Summary

The convolution of two probability distributions on $\mathbb{R}$ is the distribution of the sum of two independent random variables with these distributions.
The node [[convolution of probability distributions|07CHJ5YX28]] gives the precise definition.