Would Distributions.jl be the right place for the maximum of n iid random variables? The cdf and pdf are easy to implement, as well as rand, and others listed here.
To be precise, given n iid random variables X_1, ..., X_n, I am talking about the distribution of the random variable M_n = maximum([X_1,...,X_n]).
Would
Distributions.jl
be the right place for the maximum of n iid random variables? The cdf and pdf are easy to implement, as well asrand
, and others listed here.To be precise, given
n
iid random variablesX_1
, ...,X_n
, I am talking about the distribution of the random variableM_n = maximum([X_1,...,X_n])
.