- #1

cloud360

- 212

- 0

**Probability.What does: "max{X1,X2, . . . ,Xn}", mean**

I don't know what the underlined part is saying, or what it is asking

## Homework Statement

__For n >= 1, let X1,X2, . . . ,Xn denote n independent and identically distributed random variables__

according to X, with cdf FX(y). Let Y = max{X1,X2, . . . ,Xn}.

according to X, with cdf FX(y). Let Y = max{X1,X2, . . . ,Xn}.

Show that the cdf FY (y) of Y

satisfies

FY (y) = (FX(y))^n ....y in the set R.

## Homework Equations

none

## The Attempt at a Solution

I think Y = max{X1,X2, . . . ,Xn} means the maximum discrete random variable in that set. And Y takes the maximum value.

Does this mean Y represents only 1 single discrete random variable from this set: {X1,X2, . . . ,Xn}.

Am i correct?

Last edited: