多个独立正态分布随机变量的最大值分布

The Maximum Distribution of Multi-independent Normal Distribution Random Variable

求n个相互独立的随机变量的最大值分布是概率论中常见的运算。但是当n很大时求最大值分布及其统计参数很繁,本文用渐近分布理论得知多个独立正态分布随机变量的最大值分布为极值Ⅰ型分布,再推导具体表达式,从而很容易求出其统计参数。

To require maximum distribution of n independent random variables is a useful calculation in probability. But when n is more, it is difficult to calculate the maximum distribution and its statistics parameter. The author thinks that the maximum distribution of multi-independent normal random variable is extreme value distribution by approach distribution theory, and calculates concrete formula, and then easily calculates its statistics parameter.