Let Xi ~ iid f(x) = (2x) I[0,1](x), i = 1,....,n.
Find the distribution of X sub (n) <-- max order statistic. What is the probability that the biggest one is less than .8?
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Let U = MAX{x1,x2,....xn}
P( U < k) = P( x1 < k) ∩ P(x2 < k) .....∩ P(xn < k) .= [F(k)]^n
F(k) =2 ∫ x dx , 0 < x < k = 2 k^2/2 = k^2
f(x) = n [ F(x)]^(n-1) F'(x)
f(x) = n f(x) [F(x)]^(n-1) ---------- distribution of the maximum of x = Xn
= n (2x) [x^2]^(n-1)
= 2 n x^(2n-1) , 0 < x < 1
Let Xn = U
The distribution of the maximum U is :
2n u^(2n-1) , 0 < u < 1
What is the probability that the biggest one is less than .8?
Integrate f(u) from 0 to 0.8
2n (.8)^(2n) /2n = (.8)^(2n)