GMontag
06-28-05, 08:05 AM
I have a question that I've been trying to figure out but have absolutely no idea how to go about solving. My question is this:
If you have two random variables, x and y, that both range from 0 to 1 and both have the same probability distribution function P(x), what P(x) would maximize abs(x-y)? My guess is that it would be some variation on a bell curve but, again, I have no idea how to set about proving that.
If you have two random variables, x and y, that both range from 0 to 1 and both have the same probability distribution function P(x), what P(x) would maximize abs(x-y)? My guess is that it would be some variation on a bell curve but, again, I have no idea how to set about proving that.