Distribution of Maximum of Two Normal Variables
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Hello!
Would you please let me know whether we have a function to directly find the distribution of maximum of two normal variables? Thank you!
1 Kommentar
Torsten
am 4 Aug. 2015
Independent or correlated ?
If they are independent, just multiply the two individual distribution functions to get the distribution function of max(X1,X2).
Best wishes
Torsten.
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