Muhammad Farooq-i-Azam: Derived Random Variable W=max(X,Y) Function of Two Discrete Random Variables

We derive the probability model of the derived random variable from the joint probability mass function of two discrete random variables. The derived random variable W is a function of X and Y i.e. W=max(X,Y). We also derive a general relationship for the CDF of W in terms of CDFs of X and Y when W=max(X,Y).

Reference: Probability and Stochastic Processes by Goodman and Yates