Timeline for Maximum of two normal random variables
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| S Sep 8, 2017 at 0:54 | history | suggested | jeq | CC BY-SA 3.0 |
Copied images to imgur.com, as they were not being displayed because of new https rule.
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| Sep 8, 2017 at 0:08 | review | Suggested edits | |||
| S Sep 8, 2017 at 0:54 | |||||
| Jun 23, 2014 at 20:31 | history | edited | wolfies | CC BY-SA 3.0 |
deleted 160 characters in body
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| Jun 23, 2014 at 20:25 | history | edited | wolfies | CC BY-SA 3.0 |
deleted 160 characters in body
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| Jun 22, 2014 at 6:48 | comment | added | wolfies | Actually, explicitly ... it nests all the requirements that the marginal distributions of $X$ and $Y$ are standard Normal as well as any desired correlation $\rho$ between $X$ and $Y$, ... though there would be, of course, alternative models. The real point is to illustrate that the maximum bound will be a function of $\rho$, ... whereas to merely describe it as $\sqrt{\frac{2}{\pi}}$ is a bit of a broad sword that lacks proper aim. | |
| Jun 21, 2014 at 20:37 | comment | added | ofer zeitouni | You assumed implicitly that (X,Y) is jointly Gaussian, which is not given. | |
| Jun 21, 2014 at 15:57 | history | edited | wolfies | CC BY-SA 3.0 |
edited body
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| Jun 21, 2014 at 15:51 | history | answered | wolfies | CC BY-SA 3.0 |