设X,Y是相互独立的两个随机变量,它们的分布函数为Fx(x),Fy(y),则Z=max(X,Y)的分布函数是:
Fz(z)=P(max(X,Y)<=z)=P(X<=Z,Y<=Z)=P(X<=Z)*P(Y<=Z)=Fx(z)*Fy(z)
设X,Y是相互独立的两个随机变量,它们的分布函数为Fx(x),Fy(y),则Z=min(X,Y)的分布函数是:
Fz(z)=P(min(x,y)<=z)=1-P(min(x,y)>=z)=1-P(x>=z,y>=z)=1-P(x>=z)*P(y>=z)=1-[1-P(x<=z)][1-P(y<=z)]=1-[1-Fx(z)][1-Fy(z)]