Question: Let X1, X2, ... be iid random variables with student distribution with 1 degree of freedom. Find the cdf FM of the limiting distribution

Let X1, X2, ... be iid random variables with student distribution with

Let X1, X2, ... be iid random variables with student distribution with 1 degree of freedom. Find the cdf FM of the limiting distribution of the random variable T max{X1,...,X,} Mn Verify your answer using computer simulation, that is, compare a histogram/ecdf (empirical cdf) of a large number of simulated Mn (for large n) with your formula for the cdf/pdf of M,.

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