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Linear combination of empirical distributions for independent rvs

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beninti

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Oct 1, 2008, 1:25:46 PM10/1/08
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Hi there,

I have n independent rvs: X1, ..., Xn. I have obtained the empirical
distribution functions F1, ..., Fn for each of the rv. Is it possibile
to compute the EDF for the linear combination of the rvs?
Eg. what's the EDF for "a1 X1 + a2 X2 + ... + an Xn", where a1, ...,
an are
constants?

Thanks.


beninti

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