Posts Tagged ‘probability’

Order Statistics

August 16, 2013

What is the distribution of the maximum of n random variables? What started out a utilitarian question in my exploration of some generalized versions of the secretary problem turns out to be quite a deep topic.

sage0-distmax.png

(Note that I have little background in probability and statistics. Please forgive (and inform me of, so I can fix!) errors of notation or language. Or general confusion on my part.)

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