Let X be a rv with distribution function FX(x). Find the distribution function of the following rv’s. a) The maximum of n IID rv’s, each with distribution function FX (x) . b) The minimum of n IID...




Let X be a rv with distribution function FX(x). Find the distribution function of the following rv’s.

a) The maximum of n IID rv’s, each with distribution function FX(x).


b) The minimum of n IID rv’s, each with distribution FX(x).


c) The difference of the rv’s defined in a) and b); assume X has a density fX(x).




May 08, 2022
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