Thursday 14 March 2013

probability - Deriving the PDF of extreme variables

My question is: Suppose $X_1,...X_n$ are independent random variables from a continuous function with common $CDF$ $ F_Y(y)$ and common $PDF $ $f_X(x)$. Let $ Y= max \lbrace X_1,...X_2 \rbrace $. Now I showed in part a) that $ F_Y(y) = (F_X(y))^n$, but I am stuck on part b). Part b) asks me to derive the PDF, $f_Y(y) $. Any suggestions????

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