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Exact Distribution of the Max/Min of Two Correlated Random Variables

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Abstract

Statistical static timing analysis involves the distributions of the maximum and minimum of correlated random variables. Nadarajah and Kotz (IEEE Trans Very Large Scale Integr Syst 16:210–2012, 2008) derived closed form expressions for the distributions when the random variables are Gaussian. Here, we extend the work when the random variables follow a wide range of non-Gaussian distributions.

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Authors and Affiliations

  1. Department of Mathematics, University of Manchester, Manchester, M13 9PL, UK

    Y. Zhang & S. Nadarajah

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  1. Y. Zhang
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  2. S. Nadarajah
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Correspondence to S. Nadarajah.

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Zhang, Y., Nadarajah, S. Exact Distribution of the Max/Min of Two Correlated Random Variables. Wireless Pers Commun 116, 1593–1612 (2021). https://doi.org/10.1007/s11277-020-07750-z

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