Re: Real Analysis for DSE

Posted by ravian on Jun 10, 2011; 2:32pm
URL: http://discussion-forum.276.s1.nabble.com/Real-Analysis-for-DSE-tp6447975p6462466.html

thanks a lot,i will try to find that book.

i am having difficulty understanding the dse 2010 problem 22 which ou solved on 'notes 1'

Pr(Y<= y) = Pr(max (X1;X2; : : : ;Xn) <= y)

= Pr(X1<= y;X2<=  y; : : : ;Xn<=  y)

= Pr(X1<= y)*
Pr(X2<= y) .....


Pr(Xn<= y) , by independence of Xi's

= yn

since max (X1;X2; : : : ;Xn) is 1 number, why are we considering the probabilities of n numbers..also, how is Pr(Xi <= y) = y??