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Subject: convolve 2 probability distributions
Date: Tue, 24 Jun 2008 17:14:04 +0000 (UTC)
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Hi  - probably an easy one: 

How do I nummerically convolve 2 probability distributions
and see the resulting distribution? 

i.e.
P = [(0+eps):0.01:(1-eps)];
normint = norminv(P,0.05,0.005)
lognint = logninv(P,log(0.05),3);
X = lognpdf(lognint,log(0.05),3);
Y = normpdf(normint,0.05,0.005);
total = conv(X,Y);
figure,hist(total)

Leads not really to the result... Any help?

Patric