Variance of Minimum and Maximum of 2 iid Normal – stats.stackexchange.com 21:36 Posted by Unknown No Comments Let $X$ and $Y$ be iid $\sim Normal(0,1)$ Let $A=max(X,Y)$ and $B=min(X,Y)$ What are $Var(A)$ and $Var(B)$? From simulation, I get $Var(A)=Var(B)$ approximately 0.70. How do I get this ... from Hot Questions - Stack Exchange OnStackOverflow via Blogspot Share this Unknown
0 Comment to "Variance of Minimum and Maximum of 2 iid Normal – stats.stackexchange.com"
Post a Comment