Timeline for Mean and Variance of maximum of random variables
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 28, 2018 at 12:36 | comment | added | Mark L. Stone | Do you just want an answer and don't care about having an elegant solution? Then do it by stochastic (Monte Carlo) simulation. You can incorporate whatever dependencies or distributions you want. | |
| Apr 28, 2018 at 12:28 | comment | added | Tobias Fritz | @CarloBeenakker: right, I wasn't paying proper attention. Thanks. | |
| Apr 28, 2018 at 12:22 | comment | added | Carlo Beenakker | @TobiasFritz -- those references are for the case of identically distributed Gaussian variables; the OP asks for the non-identical case, which seems quite a bit more complicated. | |
| Apr 28, 2018 at 12:20 | comment | added | Tobias Fritz | See stats.stackexchange.com/questions/18433/… and references therein, such as Wikipedia. Also again stats.SE for the Gaussian case. | |
| Apr 28, 2018 at 8:55 | comment | added | Markus Sprecher | Maybe this is helpful: ocw.mit.edu/courses/civil-and-environmental-engineering/… | |
| Apr 28, 2018 at 8:49 | answer | added | Carlo Beenakker | timeline score: 2 | |
| Apr 28, 2018 at 5:25 | review | Low quality posts | |||
| Apr 28, 2018 at 5:30 | |||||
| Apr 28, 2018 at 5:07 | history | asked | Jun Li | CC BY-SA 3.0 |