Monday, February 1, 2016

probability - Deriving the PDF of extreme variables

My question is: Suppose X1,...Xn are independent random variables from a continuous function with common CDF FY(y) and common PDF fX(x). Let Y=max{X1,...X2}. Now I showed in part a) that FY(y)=(FX(y))n, but I am stuck on part b). Part b) asks me to derive the PDF, fY(y). Any suggestions????

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analysis - Injection, making bijection

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