Let X1, . . . , Xn be independent with common density f(x) = 2x 1[0...

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Let X1, . . . , Xn be independent with common density f(x) = 2x 1[0...

Let X₁, . . . , X_n be independent with common density

f(x) = 2x 1[0 < x < 1].

Set V_n = max(X₁, . . . , X_n).

(a) Verify V_n → 1 in P.

(b) Show that n(1-V_n) → W in D holds for some random variable W and find the distribution function of W.

math Statistics-And-Probability

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Answer 1

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