For X and Y two random variables
with mass distribution functions m1 and m2, the convolution
of m1 and m2 is the distribution function
m3 denoted m1*m2 given by:
This operation is commutative and associative.
We use induction to find the distribution
of the sum of n random variables.
Suppose that Sk is the sum of k dice:
See another example for the distribution of the sum of points in a bridge hand.