PDA

View Full Version : Limit Distribution



panic09
03-05-2008, 10:32 AM
I am having trouble getting started on this one...

If X_1,...,X_n are i.i.d. uniform(0,a) random variables, obtain the suitably normalized limit distribution for [(n+1)/n]*max(X_i).


Any help would be greatly appreciated. Thank you.

royhaas
03-05-2008, 11:29 AM
Start by writing down the explicit cumulative distribution function.

panic09
03-05-2008, 11:41 AM
Thank you!

Do you mean... P([(n+1)/n]*max(x_i) <= x) ???

royhaas
03-05-2008, 12:44 PM
Yes.