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New distribution: maximum #1643

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Vilin97 opened this issue Dec 1, 2022 · 1 comment
Open

New distribution: maximum #1643

Vilin97 opened this issue Dec 1, 2022 · 1 comment

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@Vilin97
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Vilin97 commented Dec 1, 2022

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

@sethaxen sethaxen mentioned this issue Jan 30, 2023
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@Vilin97 @ParadaCarleton