(a) Show that if in the normalization procedure (2.4.4), we divide by (cn) 1/ , then the limiting distribution will be the distribution (b) Let

(a) Show that if in the normalization procedure (2.4.4), we divide

by (cn)^1/α, then the limiting distribution will be the distribution

(b) Let X₁, ...,X_n have the distributions

respectively. Show that then max{X₁, ...,X_n} has the distribution

with c = c₁ +...+c_n. One may say that

is stable with respect to maximization.

(c) State a similar property for