Let X1, X2, ... be iid random variables with student distribution with 1 degree of freedom....
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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,. 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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