Question: 19. Let F be a probability distribution function. Prove that the functions Fn and 1 (1 F )n are also probability distribution functions.
19. Let F be a probability distribution function. Prove that the functions Fn and 1 − (1 − F )n are also probability distribution functions. Hint: Let X1, X2, . . . , Xn be independent random variables each with the probability distribution function F. Find the probability distribution functions of the random variables max(X1, X2, . . . , Xn) and min(X1, X2, . . . , Xn).
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