Exact Distribution of the Max/Min of Two Gaussian Random Variables

@article{Nadarajah2008ExactDO,
  title={Exact Distribution of the Max/Min of Two Gaussian Random Variables},
  author={Saralees Nadarajah and Samuel Kotz},
  journal={IEEE Transactions on Very Large Scale Integration (VLSI) Systems},
  year={2008},
  volume={16},
  pages={210-212}
}
Maximum and minimum of correlated Gaussian random variables arise naturally with respect to statistical static time analysis. It appears, however, that only approximations have been used in the literature to study the distribution of the max/min of correlated Gaussian random variables. In this paper, we would like to point out that the statistics literature has long established simple expressions for the exact distribution of the max/min. We provide some of the known expressions for the… CONTINUE READING

Figures and Topics from this paper.

Explore Further: Topics Discussed in This Paper

Citations

Publications citing this paper.
SHOWING 1-10 OF 81 CITATIONS

Gain Analysis of Adaptive MIMO Semisoft Handover in LTE-OFDM Systems

  • 2015 IEEE 81st Vehicular Technology Conference (VTC Spring)
  • 2015
VIEW 4 EXCERPTS
CITES METHODS
HIGHLY INFLUENCED

Net best-ball team composition in golf

Yifan Wu, Peter Chow-Whiteand, Tim B. Swartz
  • 2019
VIEW 3 EXCERPTS
CITES BACKGROUND
HIGHLY INFLUENCED

A General Framework to Perform the MAX/MIN Operations in Parameterized Statistical Timing Analysis Using Information Theoretic Concepts

  • IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
  • 2011
VIEW 5 EXCERPTS
CITES BACKGROUND & METHODS
HIGHLY INFLUENCED

FILTER CITATIONS BY YEAR

2009
2019

CITATION STATISTICS

  • 7 Highly Influenced Citations

  • Averaged 10 Citations per year from 2017 through 2019

References

Publications referenced by this paper.
SHOWING 1-10 OF 12 REFERENCES

Estimation of FMAX and ISB in microprocessors

  • IEEE Transactions on Very Large Scale Integration (VLSI) Systems
  • 2005

On the independence of system life distribution and cause of failure

H. N. Nagaraja, N. R. Mohan
  • Scandinavian Actuarial J., pp. 188–198, 1982.
  • 1982
VIEW 1 EXCERPT

Similar Papers

Loading similar papers…