pdf of two independent uniform distributions What would PDF look like for the sum of two independent uniform distributions on [a, b]? I was able to find the answer if they are defined on [0,1] but I want more general answer!
The PDF of two added uniform distributions $U[a,b]$ and $U[a,b]$ will be $\Lambda[2a,2b]$, where $\Lambda$ is the Symmetric Triangle Distribution
If $U$ is uniformly distributed over $[a,b]$, $\frac{U-a}{b-a}$ is uniformly distributed over $[0,1]$.