Finding cdf and pdf of variable.

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Homework Statement



Let X1 X2 X3 and X4 be four independent random variables, each with pdf f(x) = 3(1-x)2, 0<x<1, zero elsewhere. If Y is the minimum of these four variables, find the cdf and pdf of Y.

The Attempt at a Solution



P(Y<or= y)

= 1 - P(Y>y)
= 1 - P(X1>y, X2>y, X3>y, X4>y)
= 1 - P(X1>y)P(X2>y)P(X3>y)P(X4>y)
= 1 - [3(1-x)2]4

which does NOT equal (1-y)12, which is the answer in the back of the book. Don't know where I'm going wrong...
 
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What is P(x_1 > y)? It's certainly not that. Maybe you should try integrating over f instead.
 
clamtrox said:
What is P(x_1 > y)? It's certainly not that. Maybe you should try integrating over f instead.

Got it! Thanks so much for the help.
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
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