Distribution of Maximum of Two Normal Variables

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Nika
Nika 2015-8-4
评论： Torsten 2015-8-4
Hello!
Would you please let me know whether we have a function to directly find the distribution of maximum of two normal variables? Thank you!
  1 个评论
Torsten
Torsten 2015-8-4
Independent or correlated ?
If they are independent, just multiply the two individual distribution functions to get the distribution function of max(X1,X2).
Best wishes
Torsten.

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