Trapezoid as the Convolution of Two Rectangles
John Denker
1 Introduction
This is relevant to calculating uncertainties. If you have two inputs
that exhibit rectangular distributions, the output will exhibit a
trapezoidal distribution.
Suppose we have a rectangular distribution R1 where the half-width
and half-maximum (HWHM) is h1, and similarly R2 where the HWHM
is h2. We assume for convenience, without loss of generality, that
h2 ≥ h1.
We now calculate y := x1 + x2, where x1 is drawn from R1 and
x2 is drawn from R2. This situation is shown in figure 1.
Figure 1: Trapezoid as the Convolution of Two
Rectangles
Here are some of the key relationships:
| | R1 | | R2 | | Trapezoid | | Lebesgue | Remarks |
center: | | c1 | | c2 | | c1 + c2 | |
HWHM: | | h1 | | h2 | | h2 | | L∞ | independent of h1 |
HWtop: | | h1 | | h2 | | h2 − h1 | |
HWbase: | | h1 | | h2 | | h2 + h1 | | L1 | worst-case deviation |
stdev: | | σ1 | | σ2 | | √(σ12 + σ22) | | L2 | Euclidean norm |
stdev: | | | | | | | |
HWHM/stdev: | | | | | | | |
height: | | | | | | | | | normalized to unit area |
The HWHM of the trapezoid is independent of the width of R1, so
long as R1 is narrower than R2.
The ratio of HWHM to stdev varies quite a bit:
-
Ratio = √3 ≈ 1.73 (if the
skinnier rectangle is very skinny, so the trapezoid itself is very
nearly rectangular).
- Ratio = √1.5 ≈ 1.22 (if the two rectangles
have equal width, so the trapezoid is triangular).