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

2009/03/25 by K. M. Briggs, Keith Briggs, Li Song +6
Mathematics · #Advanced Combinatorial Mathematics #FOS: Mathematics #Mathematical functions and polynomials #Mathematics and Applications #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.0903.4373

4 pages, included missing references

openalex publication_date 2009/03/25 · arxiv created 2009/03/26 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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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