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Math Help - Converges in distribution

  1. #1
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    convergence

    If I define X_1,X_2,... as independent RVs, uniformly distributed on [0,1], and I define M_n=\textup{max}\left \{X_1,...,X_n\right \}, how would I show that n(1-M_n)\overset{D}{\rightarrow}X as n\rightarrow \infty , where X\sim \textup{Exp}(1)?

    Thanks very much!
    Last edited by mr fantastic; April 22nd 2010 at 03:47 AM. Reason: Restored deleted question.
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  2. #2
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    Hello,

    Convergence of the cdf's.
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