Re: Probability distributions of maxima and minima

From: Horst Kraemer (h-kraemer_at_lycos.de)
Date: 03/29/05 

Date: Tue, 29 Mar 2005 14:48:22 +0200

Samik Raychaudhuri <samik@frKKshKll.org> wrote:

> On 3/28/2005 3:31 PM, kg wrote:
> > I think I understand it a bit better now. Y is the distribution of the
> > minimum values of X1, X2, ..., Xn. I.e. "Y=y" represents that the
> > minimum of X1,...,Xn is y.
> >
> > Is this right?
> >
> P(Y=y)=P(X1>=y, X2>=y, ..., Xn >=y).

. P(Y>=y) = P(X1>=y, X2>=y, ..., Xn >=y) 

-- 
Horst