تم الحل ✓
categoryالرياضيات
schoolبكالوريوس
event_available2026-07-15
السؤال
Transcribed Image Text:
2. (10 points) For any n = N, let X1, X2, ..., Xn be independent random variables each of which
are uniformly distributed over (0,1), i.e. Xi U(0, 1) for each i = {1, 2, ..., n}. Define the
~
random variable Yn as follows Yn = n min{X1, X2, ..., Xn} (note the prefactor n !!!)
.
a) For each nЄ N, find the cumulative distribution function and the density of Yn. (Hint:
in order to find P(Y, ≤ x), consider the counterevent.) Make sure to write down the
distribution and density of Yn for every x = R, so also where they are equal to zero, etc.
b) For each nЄ N, compute E(Y).
c) Show that for any x € (0,∞), we have
lim P(Yn > x) = e¯ .
N→X
What kind of random variable is Y therefore approximating?
(1)
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