Question: Let X = max{U1,U2, . . . ,UN }, where the Ui are independent random variables uniformly distributed on (0, 1) and N is an

Let X = max{U1,U2, . . . ,UN }, where the Ui are independent random variables uniformly distributed on (0, 1) and N is an independent random variable whose distribution is given by P(N = k) =

1

(e − 1)k!

for k = 1, 2, . . . .

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