Recent content by chased

Thank you. Xis and Yis are all independent of each other. Yes. I have 4 Chi-square RVs. They are dependent. Can I find the pdf of the maximum of those?

Pdf (or mgf) of maximum of dependent exponential random variables ? max of Z1, Z2, Z3, Z4 where Z1 = |X1+X2+X3|^2 + |Y1+Y2+Y3|^2 Z2 = |X1-X2+X3|^2 + |Y1-Y2+Y3|^2 Z3 = |X1+X2-X3|^2 + |Y1+Y2-Y3|^2 Z4 = |X1-X2-X3|^2 + |Y1-Y2-Y3|^2 Xi, Yi are independent zero mean normal with...