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Math Help - Independent and identically distributed Random Variables

  1. #1
    Junior Member atalay's Avatar
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    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}
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  2. #2
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    mr fantastic's Avatar
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    Quote Originally Posted by atalay View Post
    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

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