Find maximum number of ind. r.v. that follows distribution F

In summary, the problem asks for the maximum number of independent indicator random variables such that the cumulative distribution function is a given function.
  • #1
BearY
53
8
Sorry for the abbreviation in the name, the title has a length limit.

Homework Statement


Let X be a r.v. with cumulative distribution function F(x) and density f(x) = F'(x). Find the probability density function of
a) the maximum of n independent random variables all with cumulative distribution function F(x).
b) the minimum of n independent random variables all with cumulative distribution function F(x).

Homework Equations


##F_X(x) = P(X<x)##

The Attempt at a Solution


I know I should have something before I ask the question here, but I have no clue what the question is talking about. Why is there a maximum number of ##X## so that ##X\sim F## for all ##X## to begin with?
 
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  • #2
A few thoughts to get you going:

1.) I keep reading the title as referring to max number of indicator random variables... but ind actually seems to mean independent.
2.) Are you sure you have your CDF formula right? Almost everywhere these days its ##F_X(x) = P(X\leq x)## though I understand this is a convention.
3.) I'd ignore PDFs for now. my reading is (a) wants the CDF for the maximum value over n iid r.v.'s and (b) want the CDF for the minimum value over n iid r.v.'s.

To the extent I understand the problem, typically the purposes is to impress upon you the value of working with CDFs and how to manipulate them. That's the thinking part. (Your problem statement says your CDF is differentiable, so you can do that at the end.)
 
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  • #3
StoneTemplePython said:
A few thoughts to get you going:

1.) I keep reading the title as referring to max number of indicator random variables... but ind actually seems to mean independent.
2.) Are you sure you have your CDF formula right? Almost everywhere these days its ##F_X(x) = P(X\leq x)## though I understand this is a convention.
3.) I'd ignore PDFs for now. my reading is (a) wants the CDF for the maximum value over n iid r.v.'s and (b) want the CDF for the minimum value over n iid r.v.'s.

To the extent I understand the problem, typically the purposes is to impress upon you the value of working with CDFs and how to manipulate them. That's the thinking part. (Your problem statement says your CDF is differentiable, so you can do that at the end.)
Yes, about 1 and Yes less than or equal to is the formal form of cdf on my text as well.
And after seeing your interpretation, my original idea doesn't make any sense to me anymore since it said the maximum of "n random variables" not maximum of n.:oops:
 

1. How do I find the maximum number of independent random variables that follow a certain distribution F?

To find the maximum number of independent random variables that follow a distribution F, you need to look at the properties of the distribution. Specifically, you need to determine the number of parameters or degrees of freedom in the distribution. This will give you an idea of how many independent random variables can be generated from it.

2. What is the significance of finding the maximum number of independent random variables that follow a distribution F?

Finding the maximum number of independent random variables that follow a distribution F can help in understanding the range of possible outcomes and the variability of the data. It can also aid in making predictions and analyzing the data more accurately.

3. Can the maximum number of independent random variables change for different distributions F?

Yes, the maximum number of independent random variables that follow a distribution F can vary depending on the specific distribution. Different distributions have different properties and parameters, which can affect the number of independent random variables that can be generated.

4. How does the sample size affect the maximum number of independent random variables that follow a distribution F?

The sample size does not directly affect the maximum number of independent random variables that follow a distribution F. However, a larger sample size may provide more accurate estimates of the parameters of the distribution, which can in turn affect the maximum number of independent random variables that can be generated.

5. Is it possible to have an infinite number of independent random variables that follow a distribution F?

No, it is not possible to have an infinite number of independent random variables that follow a distribution F. The number of independent random variables will always be finite, depending on the parameters and properties of the distribution.

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