Distribution of the minimum of the components of a multivariate normal random variable
103845
What is the probability that random variable $x_1$ is maximum of random vector $X=(x_i)$ from a multivariate normal distribution?
80430
What is the distribution of the sum of non i.i.d. gaussian variates?
50822
Distribution of a logit transform of a normal variable
76745
Obtaining marginal distributions from the bivariate normal
41058
Multivariate log-normal probabiltiy density function (PDF)
137108
Finding a distribution from the sum of two random variables in a joint trinomial distribution
157517
Simple homework question about normally distributed variables
36144
Deriving the conditional distributions of a multivariate normal distribution
65825
Correlated joint normal distribution: calculating a probability
30561
The conditional normal distribution
151302
If $X$ and $Y$ are independent random variables, with $Z = \min(X,Y),$ prove that $Z^2\sim\chi^2(1),$
138976
Variance of Minimum and Maximum of 2 iid Normal
84694
Deriving ordered statistics minimum cdf
57062
The distribution of the linear combination of Gamma random variables
77412
Product of $\min$ and $\max$ of $n$ i.i.d. random variables.
106316
Finding a bound on the maximum of the absolute value of normal random variables
144691
About Trivariate Normal Distribution