kajamix

07-09-2010, 03:15 PM

This is a very good article, on the subject of the distribution of the minimum of several random variables, by Joshua Hill:

http://www.untruth.org/~josh/math/normal-min.pdf

Although this problem is very simple to solve using random numbers, the finding of a formula is very difficult and it's the first time I saw a treatment of the subject, although I 've been looking for it.

Can you help me understand more about this ?

In particular, how does the computational method using "Mathematika" described at the end of Joshua Hill's work ?

How can I make an algorithm for it, outside the "Mathematika" environment ?

Or is there some other simpler approximation to the formula ?

http://www.untruth.org/~josh/math/normal-min.pdf

Although this problem is very simple to solve using random numbers, the finding of a formula is very difficult and it's the first time I saw a treatment of the subject, although I 've been looking for it.

Can you help me understand more about this ?

In particular, how does the computational method using "Mathematika" described at the end of Joshua Hill's work ?

How can I make an algorithm for it, outside the "Mathematika" environment ?

Or is there some other simpler approximation to the formula ?