Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
Maxima and minima Percentiles
 

Summary: '
&
$
%
Lecture 27
Maxima and minima
Inverse DF
Percentiles
Simulations
1
'
&
$
%
Maximum and Minimum
X1, . . . , Xn independent random variables with distribution
functions F1, . . . , Fn.
Xmax max(X1, . . . , Xn), Xmin min(X1, . . . , Xn)
Fmax(x) P{Xmax x} = P{X1 x, . . . , Xn x}
= P{X1 x} P{Xn x}

  

Source: Adler, Robert J. - Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology

 

Collections: Mathematics; Engineering