For independent Bernoulli X_1, X_2, ..., X_n, the maximum distribution is
Y=max{X_1,X_2,⋯,X_n }~Bernoulli(1-∏_(i=1)^n▒(1-p_i ) )
But for correlated Bernoulli, what is the maximum distribution? any advice? Many thanks.
For independent Bernoulli X_1, X_2, ..., X_n, the maximum distribution is
Y=max{X_1,X_2,⋯,X_n }~Bernoulli(1-∏_(i=1)^n▒(1-p_i ) )
But for correlated Bernoulli, what is the maximum distribution? any advice? Many thanks.