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Thread: Probability Product

  1. October 20th 2008, 06:07 PM #1
    lord12
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    Probability Product

    Let X_{1}, X_{2}, \ldots, X_{n} be independent random variables. Show that P(\max_{i} X_{i} \leq c) = \prod_{i=1}^{n} P(X_{i} \leq c) .

    So use expectation rules?
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  2. October 21st 2008, 10:22 AM #2
    lord12
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    anyone?
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  3. October 21st 2008, 11:01 AM #3
    batman
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    P(\max_{i} X_{i} \leq c) = P(X_{1} \leq c and X_{2} \leq c and \ldots)

    Now use independence.
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