Basically, the title.
Given two continuous, real, random variables $X, Y$, with CDFs $F_x, F_y$, is there a name for the random variable $Z$ with CDF $F_x \cdot F_y$?
Note that $Z = \max(X, Y)$.
Basically, the title.
Given two continuous, real, random variables $X, Y$, with CDFs $F_x, F_y$, is there a name for the random variable $Z$ with CDF $F_x \cdot F_y$?
Note that $Z = \max(X, Y)$.
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