After last week’s conversation with Devine about Gamma distribution, an inspired Joe wanted to derive the probability density function of the Gamma distribution from the exponential distribution using the idea of convolution.

But first, he has to understand convolution. So he called upon Devine for his usual dialog.

J: Hello D, I can wait no longer, nor can I move on to a different topic when this idea of convolution is not clear to me. I feel anxious to know at least the basics that relate to our lesson last week.

D: It is a good anxiety to have. Will keep you focused on the mission. Where do we start?

J: We are having a form of dialog since the time we met. Why don’t you provide the underlying reasoning, and I will knit the weave from there.

Their discussion continues in Lesson 46. Devine explains the basics of convolution and Joe applies it to derive the pdf of Gamma distribution.

In 2017, we did 46 lessons. !

Lesson 46 – How convoluted can it be?

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