Have you ever seen a "what is the distribution of the sum of these two random variables" problem before? They almost invariably go the same way each time where you do convolution to get the distribution of the sum. If you're having issues with this, check out this basic primer link
I come across with joint probability distribution
problems in this book: Advanced Mathematics 2 Perkins
It mentions the conclusions above without proofs.
I have no experience in these problems.
Shadow, Are you familiar with this doc?basic primer link
I don't even get the idea about it. Prerequisites are necessary?
I just learnt several distributions: Binomial, geometric, poison, normal,
I am expecting: sample distribution, joint probability distribution(linear/ non-linear combination of two or three sets of random variables), negative Binomial distribution... but I don't know about which references materials(books or internet) best learn about thee topics.