How to Generate a Single Realization of Y Using One Uniform (0,1) Random Number?

[karthickprem]

can someone help me to solve this question !


Suppose X1,X2...Xn are independent, identically distributed exponential random variables with mean 1/λ . Let Y=Max {X1,X2...Xn}. Using exactly one uniform (0,1) random number, describe how you would generate a single realization of Y.

 

[bpet]

Hint: the method is very similar to the case for n=1.