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Math Help - probability question

  1. #1
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    probability question

    just a quick question!

    For n \geq 1, let X_1,X_2,....,X_n denote n independent and identically distributed random variables according to X, with cdf F_X(y). Let Y = max\{X_1,X_2,....,X_n \}. Show that the cdf F_Y(y) of Y satisfies:

    F_Y(y)=(F_X(y))^n \ y\in \Re

    that is meant to be y in the real numbers but cant find what the latex is for it.

    thanks
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by situation View Post
    just a quick question!

    For n \geq 1, let X_1,X_2,....,X_n denote n independent and identically distributed random variables according to X, with cdf F_X(y). Let Y = max\{X_1,X_2,....,X_n \}. Show that the cdf F_Y(y) of Y satisfies:

    F_Y(y)=(F_X(y))^n \ y\in \Re

    that is meant to be y in the real numbers but cant find what the latex is for it.

    thanks
    P(Y\le y)=P((X_1\le y)\wedge (X_2\le y) \wedge ... \wedge (X_n\le y))=P(X_1\le y) P(X_2\le y) ... P(X_n\le y))

    CB
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