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Topic:
Question about probability
Replies:
2
Last Post:
May 23, 2006 3:12 PM




Re: Question about probability
Posted:
May 23, 2006 1:42 AM


On 22 May 2006 21:54:13 0700, "Jules" <julianrosen@gmail.com> wrote:
>Let n be a fixed positive integer. Suppose we have n random variables, >each of which is distributed according to the standard normal >distribution. Suppose we have another variable X which is equal to the >maximum of the n random variables. I would like to know the expected >value of X, as a function of n. >It is not difficult to write down an integral to represent this >quantity. However, I have not been able to find an exact, analytic >solution except when n is 1 or 2. Has anyone seen this problem before? > Can anyone say anything about finding the value of this expectation >when n > 2?
http://groups.google.com/group/sci.math.research/msg/33ecd24436bd886a?dmode=source



