Re: [Boost-users] [math-toolkit] algorithms for"selfmade"distributions

Yes, more than just the weighted mean. What would need to change inside a pdf object when convolving two distributions? As far as I understand, and please correct me if I'm wrong, the pdf's are lightweight in a sense that every y-value is being computed on the fly based on the x-value?

Yes, the result is computed numerically each time the pdf or cdf etc functions are called, however the interface is just: result_type pdf(distribution_object, random_variable); So as long as there is some mechanism for calculating the result from the convolved distributions then the interface should be able to cope? Do you have a reference/web page I can look at for what you want to calculate so I can see what's involved? John.