Article View: sci.math.stat
Article #761Distribution of being the max of a finite collection
From: Levent Aydin
Date: Thu, 17 Dec 1992 17:54
Date: Thu, 17 Dec 1992 17:54
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1006 bytes
Hello everyone; Let x_1(u), ... , x_n(u) be a collection of independent Gaussian random variables with means m_1, ... , m_n and variances v_1, ... ,v_n.What is the probability of x_1(u) being the maximum of the rest of them? It is easy to write the answer down formally but I need a closed form solution or a tight approximation, that I can easily evaluate numerically. If any of you know the answer or a good reference it will graetly be appreciated.I know it is a netiquette no no but I have to say this: Please respond personally at laydin@solar.usc.edu . Thank you very much... L E V E N T
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Path: arc1-ca.pugleaf.net!sparky!uunet!usc!laydin From: laydin@solar.usc.edu (Levent Aydin) Newsgroups: sci.math.stat Subject: Distribution of being the max of a finite collection Date: 17 Dec 1992 09:54:43 -0800 Organization: University of Southern California, Los Angeles, CA Lines: 18 Distribution: world Message-ID: <1gqet3INNptv@solar.usc.edu> NNTP-Posting-Host: solar.usc.edu