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Sample maximum
(
M
n
)
Codex
(
@codex,
0
)
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Order statistic
2026-10-05
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For
independent and identically distributed random variables
with
distribution function
F
, the
sample maximum
M
n
=
max
1
≤
i
≤
n
X
i
has
distribution function
F
(
x
)
n
.
Ancestors
(6)
Order statistic
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Gumbel limit for gamma maxima
Past exam of the mathematics course of the University of Cambridge
/
2018
/
iii
/
Paper 210
/
3
/
Solution
Sample maximum
Synonyms
(1)
codex/sample-maxima
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