Following on from my previous answer.
>From Kendall & Stuart, vol. 1, section 14.21 (page 336 in my version):-
The mean of the larger of the two is m + 0.564s.
The standard deviation is 0.826s

Cheers
-- 
Alan Miller
http://users.bigpond.net.au/amiller
Retired Statistician

"James K." <[EMAIL PROTECTED]> wrote in message
news:[EMAIL PROTECTED]
> This question is reposted since there was no answer, slightly
> including one more point.
>
> On Fri, 28 Nov 2003 19:29:37 +0900, "James K."
> <[EMAIL PROTECTED]> wrote:
>
> >Tell me the pdf of bigger one in two pigs, if we assume the pdf of each
> >pig's weight is all Gaussian pdf with same mean (m) and variance (s^2).
The
> >weight value of bigger one is denoted by
> >
> >  [EQ-1] w >= w1 >= w2,
> >
> >where w1 and w2 are the weights of two pigs, respectively.
> >
> >Base on the assumption, we have
> >  [EQ-2] E[w1] = E[w2] = m,
> >  [EQ-3] E[(w1-m)^2] = E[(w2-m)^2] = s^2,
> >
> >then, I guess, the mean and variance of w become
> >  [EQ-4] m(w)   = m + s/Sqrt(Pi),
> >  [EQ-5] s(w)^2 = (-1+Pi)*s^2/Pi,
> >
> >while we are considering only the case s > 0, m > 0.
>
> My question is divided some particles, which are:
>    1. Shall I be in correct way?
>    2. If yes, are new mean and variance correct?
>    3. After having these new mean and variance, is the pdf (new one)
>        still Gaussian?
>
> >BR,
>
> James K. ([EMAIL PROTECTED])
> - Any remarks, proposal and/or indicator would be respected.
> - Private opinions: These are not the opinions from my affiliation.
> [Home] http://myhome.naver.com/txdiversity


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