Question: Let X be a continuous random variable with probability density function f(x) and cumulative probability distribution function I Let I be a continuous random variable

Let X be a continuous random variable with probability density function f(x) and cumulative probability distribution function

Let X be a continuous random variable with probability density function f(x)

I Let I be a continuous random variable with probability density function f ( ac ) and cumulative* probability distribution function F ( * ) . Assume that f ( ac ) = F" ( * ) for every ac . Let *1, $2 . .... In be a random sample from the distribution of I and In = max *1 . .... Ing. Find the limiting distribution of Wn = ~ [ 1 - F ( V/ n )! as n tends to infinity

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