- #1
BearY
- 53
- 8
Sorry for the abbreviation in the name, the title has a length limit.
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).
##F_X(x) = P(X<x)##
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?
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?