Convergence of uniform, independent RV's
are independent random variables that all have a uniform distribution, U(0,1).
Prove that if
then as n approaches infinity,
converges in distribution to an Exp(1) random variable.
I've done a little bit but I have confused myself and I don't know what to do with it now (and im not even sure if Im on the right track (Worried)).
So
 \leq x) = Pr(1 - \frac{x}{n} \leq M_n))
)
 )
)
^n)
and this is where I get lost. I think maybe.....
))
but then where to go from here I dont know, which makes me doubt the accuracy of what I have done. Thanks for any help you can provide me with.