P panic09 New member Joined Mar 5, 2008 Messages 3 Mar 5, 2008 #1 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.
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.
R royhaas Full Member Joined Dec 14, 2005 Messages 832 Mar 5, 2008 #2 Start by writing down the explicit cumulative distribution function.
P panic09 New member Joined Mar 5, 2008 Messages 3 Mar 5, 2008 #3 Thank you! Do you mean... P([(n+1)/n]*max(x_i) <= x) ???