Re: a question on normal distribution
- From: yace <yacewang@xxxxxxxxx>
- Date: Tue, 27 Nov 2007 21:25:46 -0800 (PST)
On Nov 28, 12:49 pm, junoexpress <MTBrenne...@xxxxxxxxx> wrote:
On Nov 27, 11:30 pm, yace <yacew...@xxxxxxxxx> wrote:
On Nov 28, 12:22 pm, yace <yacew...@xxxxxxxxx> wrote:
Suppose t_i ~ N (u_i, sigma_i^2) i = 1, 2, 3
What is the variance of max{t_i: i = 1, 2, 3}
Thanks a lot.
and t_i's are independent.
Are the t_i's also identically distributed (i.e. u_i's all equal to
each other and sigma_i's all equal to each other)?
M
No. what if t_i is i.i.d?
.
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