Timeline for What is characteristic function of maximum of i.i.d. random variables?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Jun 25, 2013 at 15:45 | history | suggested | Davide Giraudo | CC BY-SA 3.0 |
improved formatting.
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| Jun 25, 2013 at 15:40 | review | Suggested edits | |||
| S Jun 25, 2013 at 15:45 | |||||
| Jun 24, 2013 at 19:22 | answer | added | Davide Giraudo | timeline score: 6 | |
| Jun 5, 2013 at 0:59 | comment | added | parfois | Mark, I think Uwe is right, just think that $max(X_1,X_2) \leq t$ means $X_1 \leq t$ and $X_2 \leq t$. | |
| Jun 4, 2013 at 10:05 | comment | added | Mark | But $P(\max(X_1,X_2) \le t)= P(\{X_1 \le t\} \cup \{X_2 \le t\}).$ | |
| Jun 3, 2013 at 16:12 | comment | added | Carlo Beenakker | the cumulative distribution function of the maximum of $n$ iid random variables $x_i$ is just the $n$-th power of the cumulative distribution of the $x_i$'s. | |
| Jun 3, 2013 at 16:02 | history | asked | parfois | CC BY-SA 3.0 |