Let X₁, X₂,..., X₂ be independent random variables, each having a uniform distri- bution over (0,1). Let M = maximum (X₁
Posted: Wed Jul 06, 2022 12:10 pm
Let X₁, X₂,..., X₂ be independent random variables, each having a uniform distri- bution over (0,1). Let M = maximum (X₁, X2,..., Xn). Show that the distribution function of M, FM(-), is given by FM(x) = x¹, 0 ≤ x ≤ 1 What is the probability density function of M?