连续型随机变量最值分布的期望的求法

Expectation of Minimum and Maximum Distributions of Continuous Random Variables

利用连续性随机变量函数的期望的公式,得到连续性随机变量最值的分布的期望求法.这一结论有助于简化求解不独立的随机变量最值分布的期望.

In this paper, the expectation of maximum and minimum distributions are studied. The conclusion simplifies some problems involving expectations of maximum and minimum distributions of dependent random variables.