Question: 11. Let X1, X2, . . . , Xn be independent random variables, each having a uniform distribution over (0, 1). LetM =maximum (X1, X2,

11. Let X1, X2, . . . , Xn be independent random variables, each having a uniform distribution over (0, 1). LetM =maximum (X1, X2, . . . , Xn). Show that the distribution function of M, FM(·), is given by

FM(x)=x", 0 x 1

What is the probability density function of M?

FM(x)=x", 0 x 1

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