On 22 May 2006 21:54:13 -0700, "Jules" <firstname.lastname@example.org> 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?