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Math Help - Probability Product

  1. #1
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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. #2
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    anyone?
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  3. #3
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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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