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February 6th, 2014, 04:25 AM   #1
Joined: Jan 2014

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Max Transformation of a normal distributed random variable

Dear Focrum,

I have the following question that i have not been able to work out. It is out of pure interest.

Given a normal distributed random variable with:

What is then the distribution of the max-transformed random variable

where is some constant.

Thank you in advance!
hansherman is offline  

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