# Thread: Independent and identically distributed Random Variables

1. ## Independent and identically distributed Random Variables

Let X1, X2,....,Xn be i.i.d random variables with pdf as:

f(xi)={ 1/β 0<xi
0 otherwise

Find the pdf of U=max{X1, X2,....,Xn}

2. Originally Posted by atalay
Let X1, X2,....,Xn be i.i.d random variables with pdf as:

f(xi)={ 1/β 0<xi
0 otherwise

Find the pdf of U=max{X1, X2,....,Xn}
Review order statistics: Order Statistics 10/30