extreme spread

  1. D

    Distribution of Extreme Spread for (n, sigma)

    Given a Rayleigh process R(s) generating samples X_i -- which is equivalent to a bivariate normal process with 0 correlation and both sigmas = s -- what is the distribution of the Extreme Spread of n samples? Extreme spread ES\{X\}_n \equiv max_{i, j}|X_i - X_j| E[ES_n(\sigma)], and...