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Let $X_1$ and $X_2$ be randomly distributed variables with means $\mu_1$ and $\mu_2$ and standard deviations $\sigma_1$ and $\sigma_2$. Samples of size of $n_1$ and $n_2$ are drawn from each distribution. What is the probability that the maximum value drawn will come from the distribution for $X_1$?

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    $\begingroup$ Are $X_1$ and $X_2$ assumed to be normally distributed? $\endgroup$ – Omnomnomnom Dec 18 '13 at 21:12

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