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Replies: 2   Last Post: May 23, 2006 3:12 PM

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 Toni Lassila Posts: 536 Registered: 12/13/04
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?