Suppose I have a random variable X with known mean and standard deviation. After n realizations of X, what is the expected maximum of those n realizations?(adsbygoogle = window.adsbygoogle || []).push({});

When n is very large, we know the mean of those realizations will be the mean of the distribution. Is the expected maximum simply the mean plus the standard deviation? If so, how can one show this?

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# Expected Maximum

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