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Let X1, X2, . . . , Xn be n independent continuous random variables, each having a
uniform distribution over (0, 1). Let
Y = max{X1,X2,...,Xn}
find the probability density function of Y .
Solution
Given that X1,X2,...,Xn are independent continuous random variables having uniform
distribution over (0,1) and Y=max{X1,X2,...,Xn}.
The cumulative distribution function Fy(x) = P(Y

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Let X1, X2, . . . , Xn be n independent continuous random variables,.pdf

  • 1. Let X1, X2, . . . , Xn be n independent continuous random variables, each having a uniform distribution over (0, 1). Let Y = max{X1,X2,...,Xn} find the probability density function of Y . Solution Given that X1,X2,...,Xn are independent continuous random variables having uniform distribution over (0,1) and Y=max{X1,X2,...,Xn}. The cumulative distribution function Fy(x) = P(Y