1. Math
  2. Statistics And Probability
  3. 310 i if x1 xn are iid according to...

Question: 310 i if x1 xn are iid according to...

Question details

3.10 (i) If X1, , Xn are i.i.d. according to the exponential density e-, r >0, show that (2.9.3) P [X(n)-log n < y]- e-e-v, -00 < y < oo. (ii) Show that the right side of (2.9.3) is a cumulative distribution function. (The distribution with this edf is called the ertreme value distribution.) (iii) Graph the cdf of X(n)-log n for n = 1, 2, 5 together with the mit e-e (iv) Graph the densities corresponding to the cdfs ofi
Solution by an expert tutor
Blurred Solution
This question has been solved
Subscribe to see this solution