Sevastyanov Comonotonic RV Cdf ↓ Export Chat

Step 3: Maximizing mZ ​

To maximize mZ , define Z as the maximum of X and Y . Similarly, P (Z

​ = X) = 12 . The CDF of Z
​

becomes:

FZ (z) = P (max(X, Y ) ≤ z) = F (z)2 .

​

Solving FZ (mZ )
​ ​ = 12 : ​

1 1 2
F (mZ )2 = ⟹ F (mZ ) = = .
​

2 2 2
​ ​ ​ ​ ​ ​

Thus, the maximal median is:

= F −1 ( ).
2
mmax
​

Z
2
​ ​

Step 4: Joint Distributions

Minimum mZ : Achieved when Z ​ = min(X, Y ). The joint distribution pairs X and Y such that Z is
the smaller value, preserving P (Z = X) = 12 . ​

Maximum mZ : Achieved when Z = max(X, Y ). The joint distribution pairs X and Y such that Z
​

is the larger value, preserving P (Z = X) = 12 . ​

Final Answer

The minimum and maximum values of mZ are: ​

(1 − ) = F −1 ( ).
2 2
mmin
Z =F
−1
and mmax
​ ​

Z
2 2
​ ​ ​ ​ ​

These extremes are attained when Z is defined as the minimum or maximum of X and Y , respectively.

Does F^{-1}(1-\frac{\sqrt{2}}{2}) gives quantile function value?

Thought for 28 seconds

Yes, F −1 (1 − 2 ) and F −1 ( ) are indeed applications of the quantile function (also called the
2 ​ 2 ​

2
​ ​

inverse cumulative distribution function). Here’s the explanation:

Quantile Function Definition

For a continuous distribution function F (x), the quantile function F −1 (p) returns the value x such that:

P (X ≤ x) = p for p ∈ [0, 1].

Application in Problem 9

1. Minimizing mZ : ​

2
Derived condition: F (mmin
Z ) =1− 2 .
​

​ ​

Solving for mmin

Z , we use the quantile function: ​

(1 − ).
2
mmin
Z =F
−1 ​

2
​ ​

2
Here, 1 − 2
​

​ ≈ 0.293, so mmin
Z is the 29.3rd percentile of the distribution.
​

2. Maximizing mZ : ​

2
Derived condition: F (mmax
Z ) = .
​

2
​ ​

Solving for mmax

Z , we use the quantile function: ​

= F −1 ( ).
2
Message DeepSeek mmax
​

Z
2
​ ​

2
Here, 2
​

​ ≈ 0.707, so mmax
Z is the 70.7th percentile of the distribution. ​

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