this is probably not really a R specific question, if so apologies for off-topic posting:
I'm interested in the probability density function of the maximum values from repeated samples of size N from a normal distribution: smp <- rnorm(N, meanval, stdev) with some mean 'meanval' and standard deviation 'stdev'. I would like to know what is the frequency distribution of max(smp) if I draw many such samples? if I investigate this simply via a simulation, I get of course approximate results (and see that the resulting distribution is not quite normal anymore, that the mean increases with increasing N, etc.). my question: does somebody know whether there exists an analytical expression for the distribution of max(smp) (or where to look)? thanks, joerg ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
