Question: 5. Let X1, X2, X3, . . . , Xn be a sequence of nonnegative, identically distributed, and independent random variables. Let F be the

5. Let X1, X2, X3, . . . , Xn be a sequence of nonnegative, identically distributed, and independent random variables. Let F be the distribution function of Xi, 1 ≤ i ≤ n.

Prove that

Hint: Use Remark 6.4.

E[|X (n)] = (1 [F(x)]) dx. 0

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