karthickprem
Oct22-10, 06:54 AM
can someone help me to solve this question !!
Suppose X1,X2.....Xn are independent, identically distributed exponential random variables with mean 1/λ . Let Y=Max {X1,X2.....Xn}. Using exactly one uniform (0,1) random number, describe how you would generate a single realization of Y.
Suppose X1,X2.....Xn are independent, identically distributed exponential random variables with mean 1/λ . Let Y=Max {X1,X2.....Xn}. Using exactly one uniform (0,1) random number, describe how you would generate a single realization of Y.