Question: Let continuous variables X 1 , . . . ,X k be independently distributed according to the same probability density function f(x). Prove that the

Let continuous variables X1, . . . ,Xk be independently distributed according to the same probability density function f(x). Prove that the density function for max{X1, . . . ,Xk} is given by kf(x)(F(x))k−1, where F is the cumulative distribution for f.

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