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I would like to know how to compute a probability function of a convolution of Negative Binomial distribution with Maple.

Here is an easy example of what I want to do : '

With(Statistics):  X[1]:=RandomVariable(NegativeBinomial(2,0.5)): X[2]:=RandomVariable(NegativeBinomial(6,0.3)):  S:=X[1]+X[2]:  ProbabilityFunction(S,0); 

If I ask for the Mean, it works fine with Mean(S) but when I ask for the Probability Function, Maple gives me "FAIL" as answer.

Thank you!

Jean-Philippe

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    The PDF of the sum of random variables will be the convolution of the individual PDF's. Hence, take the Fourier Transform (FT) of the individual PDF's, multiply the FT's, and take the inverse FT of the product to obtain the convolution.2012-09-16
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    I want to generalize that situation... I want to be able to change de distribution easily... I'm sure there is a way to do it like I want but I don't know how...2012-09-16

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