Distribution of being the max of a finite collection

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1 total messages Started by Levent Aydin Thu, 17 Dec 1992 17:54

#761

Author: Levent Aydin
Date: Thu, 17 Dec 1992 17:54

17 lines
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	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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