how to calculate pdf probabilitity of i.i.d

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friet
friet 2014-11-8
编辑： Roger Stafford 2014-11-8
Hello
I got this assignment to do and I have no idea where to start.
Given xi, i = 1, . . . , n, i.i.d. with pdf f(xi), Find the pdf f(x) of x = max {x1, . . . , xn}
Thanks

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Roger Stafford
Roger Stafford 2014-11-8
编辑：Roger Stafford 2014-11-8
This is apparently homework. Here's a hint to get you started. If x is the maximum of x1,x2,...,xn, the probability that x <= c is equal to the probability that xi <= c for all i. Now, remembering that the xi are independent and have the same distribution, translate that statement into a mathematical equation and differentiate it to get the probability density. Piece of cake!

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