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arxiv: 0903.4373 · v2 · submitted 2009-03-25 · 🧮 math.PR

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

classification 🧮 math.PR
keywords maximumdistributionpoissonrandomvariablesaccurateanalyticasymptotic
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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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