Hi all,(adsbygoogle = window.adsbygoogle || []).push({});

I have a random variable (RV):

[tex]X=\text{max}X_i+X_j[/tex]

where Xi and Xj are two different RVs from a set of i.i.d N RVs. I need to find the distribution of X. What is the most efficient way?

Thanks in advance

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Distribution of Maximum of Two Random Variables

Loading...

Similar Threads for Distribution Maximum Random |
---|

A What exactly is a "rare event"? (Poisson point process) |

I Beta Distributed Random Variates |

I Quasi-Distribution for Non-Physicists |

Unbiased estimate of a parameter in the Rice distribution |

I Sampling from a multivariate Gaussian distribution |

**Physics Forums | Science Articles, Homework Help, Discussion**