chap2 37 ross

# chap2 37 ross - .. * P(X_n < x) = x^n. The probability...

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If x is a real number between 0 and 1, then M < x if and only if X_k < x for all k, and P(X_k < x) = x since x is uniform on (0,1). Because the X_k are independent, P(M < x) = P(X_1 < x) * P(X_2 < x) * .
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Unformatted text preview: .. * P(X_n < x) = x^n. The probability density function is the derivative of the cumulative distribution function....
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## This note was uploaded on 09/24/2009 for the course IE 221 taught by Professor Georgewilson during the Spring '08 term at Lehigh University .

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