Timeline for Expected value of maximum ratio of n iid normal variables
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 19, 2016 at 8:22 | vote | accept | Max | ||
| Jun 3, 2016 at 17:02 | comment | added | wolfies | As whuber has noted below, the expectation of the ratio of two consecutive order stats does not converge. But if it did, or if you are interested in their difference, say $$E\left[\max\limits_{i=1,...,n-1}\left(X_{(i+1)} - X_{(i)} \right)\right]$$ ... the problem should in fact simplify to finding the ratio (or difference, as the case may be) of the two LARGEST order statistics i.e. $$E[X_{(n)} -X_{(n-1)}]$$ ... just from the shape of the Normal tails. | |
| Jun 3, 2016 at 16:35 | answer | added | whuber♦ | timeline score: 7 | |
| Jun 3, 2016 at 16:03 | history | tweeted | twitter.com/StackStats/status/738762941533671424 | ||
| Jun 3, 2016 at 14:51 | review | First posts | |||
| Jun 3, 2016 at 14:56 | |||||
| Jun 3, 2016 at 14:49 | history | asked | Max | CC BY-SA 3.0 |