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

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SUMMARY

The discussion focuses on finding the cumulative distribution function (CDF) for the maximum and minimum of n independent random variables (r.v.) with a given CDF F(x). Participants clarify that the maximum of n independent r.v.s requires the CDF for the maximum, while the minimum requires the CDF for the minimum. The correct formulation of the CDF is emphasized as F_X(x) = P(X ≤ x), which is crucial for solving the problem. The conversation highlights the importance of understanding CDF manipulation in probability theory.

PREREQUISITES
  • Understanding of cumulative distribution functions (CDFs)
  • Knowledge of independent random variables (r.v.s)
  • Familiarity with probability density functions (PDFs)
  • Basic calculus for differentiating functions
NEXT STEPS
  • Study the derivation of the CDF for the maximum of independent random variables
  • Learn about the CDF for the minimum of independent random variables
  • Explore the relationship between CDFs and PDFs in probability theory
  • Investigate the properties of differentiable functions in the context of probability distributions
USEFUL FOR

Students in statistics or probability courses, data scientists, and anyone interested in understanding the behavior of independent random variables and their distributions.

BearY
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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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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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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:
 

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