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Let Z1,…,Zn$Z_1,\dots,Z_n$ be dependent gaussianGaussian random variables. Is it true that X=max{Z1,…,Zn}$X=\max\{Z_1,\dots,Z_n\}$ has a log-concave distribution function? This is true for the independent case, but is it true in general?
Let Z1,…,Zn be dependent gaussian random variables. Is it true that X=max{Z1,…,Zn} has a log-concave distribution function? This is true for the independent case, but is it true in general?
Let $Z_1,\dots,Z_n$ be dependent Gaussian random variables. Is it true that $X=\max\{Z_1,\dots,Z_n\}$ has a log-concave distribution function? This is true for the independent case, but is it true in general?
Log concavity of the maximum of dependent Gaussians
Let Z1,…,Zn be dependent gaussian random variables. Is it true that X=max{Z1,…,Zn} has a log-concave distribution function? This is true for the independent case, but is it true in general?
