Suma de variables aleatorias que preservan la función de densidad de probabilidad

Abstract

The amount of two aleatory variable identically distribuited, makes a new aleatory variable whose parameter will be definite for the amount of the parameters of each one in the aleatory initials variables. Some distributions or probability, also have property when. They observe the normal distribution we perceive that the amount of two normal distributions with definited parameters we discover that the amount of two normal distributions with defined parameters, gives as result as new normal distribution that will get parameters in each one of the initial distributions we can get this process if we apply the convolution. Thereafter well study the behavior of some distributions of probability for with the amount preserve its function of probability density, this is base for studing the estability functions and probability distribution.