Limit Distribution

panic09

New member
Joined
Mar 5, 2008
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3
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

Full Member
Joined
Dec 14, 2005
Messages
832
Start by writing down the explicit cumulative distribution function.
 

panic09

New member
Joined
Mar 5, 2008
Messages
3
Thank you!

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

royhaas

Full Member
Joined
Dec 14, 2005
Messages
832
Yes.
 
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