A note on the distribution of the maximum of a set of Poisson random variables

Details A note on the distribution of the maximum of a set of Poisson random variables A note on the distribution of the maximum of a set of Poisson random variables

2009-03-25

arxiv.org/abs/0903.4373v2

Mathematics

Probability

4 pages, included missing references

Scientific paper

Given a set of independent Poisson random variables with common mean, we
study the distribution of their maximum and obtain an accurate asymptotic
formula to locate the most probable value of the maximum. We verify our
analytic results with very precise numerical computations.

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