Rate at which a Gaussian random variable is the maximum in a set of independent Gaussian random variables
90411
$P(X_1 < \min(X_i,\ldots, X_n))$ across different normal random variables
7442
completing the square for Gaussian multivariate estimation
6190
Maximum/minimum of two random variables is a random variable
11465
Expected value of $\max\{X_1,\ldots,X_n\}$ where $X_i$ are iid uniform.
57778
Convergence in Distribution of the maximum of a sequence.
61758
Limit question on independent random variables (Exercise 4.2.4 from Grimmett and Stirzaker)
128599
Linearity of convergence in distribution of random variables
122077
Two correlated marginally Gaussian RV, but not Jointly Gaussian
118867
Independence of Gaussian variables
158402
Neyman-Pearson lemma: critical region and hypothesis testing
13814
Limiting distribution of $\frac {X_n -Y_m -(n-m)}{\sqrt{X_n+Y_m}}$ where $X_n,Y_m$ are independent Poisson
137103
Random Gaussian Variables
117207
The distribution of the product of Gaussian variable and Rademacher variable.
123190
Joint distribution of $\min(X_1,\ldots,X_n)$ and $\max(X_1,\ldots,X_n)$.
94636
Conditional distribution of exponential random variable conditioned on sum of i.i.d. exponential random variables
59979
How do you calculate the probability density function of the maximum of a sample of IID uniform random variables?
4702
Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?