Timeline for What is characteristic function of maximum of i.i.d. random variables?
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7 events
| when toggle format | what | by | license | comment | |
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| Dec 15, 2019 at 21:36 | comment | added | dezdichado | I suppose there is no hope of any simplification when $X,Y$ are neither independent, not identically distributed? | |
| Jul 29, 2013 at 17:50 | comment | added | Davide Giraudo | @Did I made the correction you suggested. Thank you. | |
| Jul 29, 2013 at 17:50 | history | edited | Davide Giraudo | CC BY-SA 3.0 |
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| Jul 29, 2013 at 17:12 | comment | added | Did | The last $\mathrm d\mu$ should be $\mathrm d\mu_X$. And if $F$ is defined by $F(x)=P(X\leqslant x)$ (the càdlàg choice, if you wish), then the $+$ sign before this integral should be a $-$ sign. | |
| Jun 29, 2013 at 15:39 | history | edited | Davide Giraudo | CC BY-SA 3.0 |
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| Jun 24, 2013 at 20:29 | history | edited | Davide Giraudo | CC BY-SA 3.0 |
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| Jun 24, 2013 at 19:22 | history | answered | Davide Giraudo | CC BY-SA 3.0 |