That depends a lot on how often you may repeat each digit, and what operations are allowed. If you just want to write a four-digit number, using each digit once, start by writing the largest digit on the left, then continue with the second-largest, etc.
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999
The biggest 4 digit number that can be made from using the digits of 850236, using a digit at most once, is 8653.
-4790281
Assuming each digit only once: 65432 (and no further mathematical operations).
Oh, dude, the biggest number you can make using the digits 9, 5, and 1 is 951. I mean, unless you want to get all fancy and start multiplying or something, but like, who has time for that? Just stick with 951 and call it a day.