Abstract
Finding the probability distributions of the maximum and minimum of groups of RVs involves the study of order statistics. Since a complete study of this subject on its own fills an entire textbook, examples of which are Refs. 12 and 13, we shall restrict our attention to the case of two RVs, in particular those who first and second-order probability distributions are discussed in Sections 2 and 3.
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© 2002 Springer Science + Business Media, LLC
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(2002). Maximum and Minimum of Pairs of Random Variables. In: Probability Distributions Involving Gaussian Random Variables. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-47694-0_9
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DOI: https://doi.org/10.1007/978-0-387-47694-0_9
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-34657-1
Online ISBN: 978-0-387-47694-0
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