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Let U1,...,Un be i.i.d. Unif(0,1), and X =max(U1,...,Un). What is the PDF of X? What is EX? Hint: Find the CDF of X rst, by
Let U1,...,Un be i.i.d. Unif(0,1), and X =max(U1,...,Un). What is the PDF of X? What is EX? Hint: Find the CDF of X rst, by translating the event X x into an event involving U1,...,Un.
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