Hummingbird25
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HELP: Mathematical Modelling Question
Hi
Given X_1 \ldots X_n be stochastic independent variables with the distribution functions F_X_{1}, \ldots ,F_X_{n}. U = min(X_1 \ldots X_n) and V = min(X_1 \ldots X_n).
F_{U} and F_{V} for U and V, and let F_{U,V} be simultaneously distribution functions for the stochastic vectors (U,V).
Then show that
F_{V} (s) = \Pi \limit_{i=1} ^{n} F_{X_i} (s) where \forall s \in \mathbb{R}
I can see that if I expand the sum I get
F_X_{1}(s) + F_X_{2}(s) + F_X_{3}(s) + \ldots + F_X_{i}(s) where 1 \leq i \leq n
Doesn't that mean that
F_X_{1}(s) + F_X_{2}(s) + F_X_{3}(s) + \ldots + F_X_{i}(s) = (F_X_{1}(s) \ \mathrm{U} \ F_X_{2}(s) \ \mathrm{U} F_X_{3}(s) \ \mathrm{U} \ \ldots \ \mathrm{U} \ F_X_{n}(s)) ??
Since \sum_{i=1} ^{n} P(A_i) = P(A_1) + P(A_2) + P(A_3) + \ldots + P(A_n)
Sincerely
Hummingbird
Hi
Given X_1 \ldots X_n be stochastic independent variables with the distribution functions F_X_{1}, \ldots ,F_X_{n}. U = min(X_1 \ldots X_n) and V = min(X_1 \ldots X_n).
F_{U} and F_{V} for U and V, and let F_{U,V} be simultaneously distribution functions for the stochastic vectors (U,V).
Then show that
F_{V} (s) = \Pi \limit_{i=1} ^{n} F_{X_i} (s) where \forall s \in \mathbb{R}
I can see that if I expand the sum I get
F_X_{1}(s) + F_X_{2}(s) + F_X_{3}(s) + \ldots + F_X_{i}(s) where 1 \leq i \leq n
Doesn't that mean that
F_X_{1}(s) + F_X_{2}(s) + F_X_{3}(s) + \ldots + F_X_{i}(s) = (F_X_{1}(s) \ \mathrm{U} \ F_X_{2}(s) \ \mathrm{U} F_X_{3}(s) \ \mathrm{U} \ \ldots \ \mathrm{U} \ F_X_{n}(s)) ??
Since \sum_{i=1} ^{n} P(A_i) = P(A_1) + P(A_2) + P(A_3) + \ldots + P(A_n)
Sincerely
Hummingbird
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