Jump to content

Gaussian combination


Guest crj18

Recommended Posts

Guest crj18

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

Link to comment
Share on other sites

  • 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.

Link to comment
Share on other sites

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.

Link to comment
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
×
×
  • Create New...

Important Information

We have placed cookies on your device to help make this website better. You can adjust your cookie settings, otherwise we'll assume you're okay to continue.