Comment by Jhonn on The central limit theorem in terms of convolutions · 2024-10-30T00:26:59.249Z · LW · GW

Just a quick question. Are the integrals for the convolution of f and g correct? Should it be f(y) in the integral? I would also suggest writing (f*g)(x) or something like that to make it obvious that x is fixed in the integral and y is just a dummy variable of integration. This might help illustrate that the convolution is trying to compute the density function for a sum of random variables.