Question: 20. Let X1, X2, . . . , Xn be n independent random numbers from (0, 1), and Yn = n min(X1, X2, .
20. Let X1, X2, . . . , Xn be n independent random numbers from (0, 1), and Yn = n · min(X1, X2, . . . , Xn). Prove that lim n→∞ P (Yn > x) = e−x , x ≥ 0.
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To prove that limntoinfty PYn x ex quad x geq 0 where Yn n cdot minX1 X2 dots Xn and X1 X2 dots Xn a... View full answer
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