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Gaussian combination

Guest crj18
Guest crj18
in Applied Mathematics

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Hi all,

I have two random variables - both Gaussian but with different means and standard deviations. A third variable is equal to the maximum of these first two variables. Is this third variable also of Gaussian distribution?

Regards

  • 4 months later...

Hi,

Initially i thought that the answer would be no, because u are applying a highly nonlinear operation which is picking up the max. I wanted to ensure that by simulating it using matlab and it gave me surprising results. the plot looks like a gauss?!

i wish if i can attach my results. i dont think that i have this option coz i'm a new member here.

Hi,

Initially i thought that the answer would be no, because u are applying a highly nonlinear operation which is picking up the max. I wanted to ensure that by simulating it using matlab and it gave me surprising results. the plot looks like a gauss?!

i wish if i can attach my results. i dont think that i have this option coz i'm a new member here.

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