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

BearY
Messages
53
Reaction score
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?
 
Physics news on Phys.org
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.)
 
  • Like
Likes BearY
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:
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
Back
Top