[求助] 从标准正态分布中抽取n个iid样本X1,...,Xn，记Y=max|Xi|，n趋于无穷时Y的取值如何？

2楼: Originally posted by hank612 at 2015-01-08 06:04:35
http://www.quora.com/What-is-the-expected-value-of-the-maximum-of-n-iid-normal-variables
说的是Exp(Y)

http://math.stackexchange.com/questions/89030/expectation-of-the-maximum-of-gaussian-random-v ...

3楼: Originally posted by shy1992331 at 2015-01-08 11:18:36
max(Xi)的分布是可以求，可是取绝对值之后再求max，分布好像就不是那么好求了吧？...