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JuliaStats / Distributions.jl

A Julia package for probability distributions and associated functions.
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New distribution: maximum #1643

Open Vilin97 opened 1 year ago

Vilin97 commented 1 year ago

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]).

ParadaCarleton commented 1 year ago

Yes, this would be great! Feel free to make a pull request implementing this!