Recent content by chetkgp

I just read about order statistics. I'm not sure how to apply it here because the distributions are not identical. -Chester

To be more specific : I have N normal distributions, all having exactly the same mean except for one (say X). The variance is same in all cases. I know the probability Pr(X > Y_i), for any of the N-1 remaining distributions. Using this I need to know the probability that X is the largest of...

they are dependent variables. Is there any way I can use ranking schemes that are used in Information Retrieval ?

Hi, I am stuck with the problem of solving this problem for my research. I have 3 random variables say X, Y, and Z and say Pr[X > Y] = p_xy, Pr[X > Z] = p_xz, and Pr[Y > Z] = 0.5. Note that p_yx = 1 - p_xy. Similarly, p_zx = 1 - p_xz, p_yz = p_zy = 0.5 I need to find out the Pr[X >...