Question: Please send me any related solution for this question, will be really apprecitaed Problem 4. (Extremes) Let (X,) be iid standard normal random variables. Let

Please send me any related solution for this question, will be really apprecitaed

Problem 4. (Extremes) Let (X,) be iid standard normal random variables. Let Mn = maxisign Xn 1. (Mill's inequality) show that for > > 0, 12 + 1 2. Show that for any 0 E R we have P(Xi > r + (0/x)) / P(X, > x) - e-0 3. Show that if we let by solve P(X1 > bn) = _ then P(bn ( Mn - br )

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