Question: Random variable X1,X2....Xn are iid; each Xj has CDF Fx(x) and PDF fx(x) Consider Ln = min(X1,.......Xn) Un = max (X1,............,Xn) In terms of Fx(x)

Random variable X1,X2....Xn are iid; each Xj has CDF Fx(x) and PDF fx(x) Consider

Ln = min(X1,.......Xn)

Un = max (X1,............,Xn)

In terms of Fx(x) and /or fx(x):

(a) Find the CDF FUn(u).

(b) Find the CDF FLn(l)

(c) Find the joint CDF FLn,Un(l,u)

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a This is straightforward F Un u P maxX 1 X n u PX 1 uX n u PX 1 u PX 2 u P X n u FXu n ... View full answer

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