Exact Distribution of the Max/Min of Two Gaussian Random Variables.
Saralees NadarajahSamuel KotzPublished in: IEEE Trans. Very Large Scale Integr. Syst. (2008)
Keyphrases
- random variables
- max min
- normal distribution
- marginal distributions
- independent and identically distributed
- probability distribution
- probability density
- graphical models
- min max
- joint distribution
- statistically independent
- distribution function
- conditional independence
- stochastic optimization problems
- conditional distributions
- bayesian networks
- conditional distribution
- marginal probabilities
- hazard rate
- random vectors
- conditionally independent
- latent variables
- maximum likelihood
- robust optimization
- hill climbing
- conditional probabilities
- identically distributed
- gaussian mixture model
- joint probability distribution
- probabilistic inference
- gaussian distribution
- lead time