Pillai "Maximum and Minimum of Two Random Variables" (Part 5 of 5)

Classic "Order Statistics" problem: Find the probability density function of the "Maximum and Minimum of Two Random Variables in terms of their joint probability density function. These are nonlinear functions representing the 'best case statistics' and the worst case statistics".

[@probabilitystochasticproce2625]

At T=11.42min, the multiplication factor should be f_x (w) and not f_x (x) . Similarly at T=11.55min, the multiplication factor should have been f_y (w) and not f_y (y). Also,at T=18.43 min, the expected value of the sample mean is 1 / \lambda.

[@u0128]

Thank you so much,Sir. Very clear and made it simple.

[@Rahvin1230]

great video. i might just pass my actuary exam

[@Best_of_Today]

You saved my Semester . Thank you ...

[@syamsundarmalla]

outstanding lectures without escaping any logic explained very clearly

[@probabilitystochasticproce2625]

Thank you.

[@TylerBell30]

Thank you for this fantastic lecture, including the examples (such as minimum of two random variables)!

[@probabilitystochasticproce2625]

+Tyler Bell : Thank you. Glad to know you liked it. I wish I had such videos when I was growing up ...

[@ramkrishnab1]

sir are there videos of your classes for probability of error calculations of Qpsk, Dpsk, Qam ,Ask (band pass signals)

[@probabilitystochasticproce2625]

+Ramakrishna Siribariki
Sorry. Nothing of that sort yet. But if you can send me some relevant material, I can try to make one for you ...