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Please help me with this problem and needed all parts or any two please clearly and step by step please. Will be highly apprecitaed Problem

Please help me with this problem and needed all parts or any two please clearly and step by step please. Will be highly apprecitaed

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Problem 4. (Extremes) Let (X,) be iid standard normal random variables. Let Mn = maxisign Xn 1. (Mill's inequality) show that for > > 0, 12 + 1 2. Show that for any 0 E R we have P(Xi > r + (0/x)) / P(X, > x) - e-0 3. Show that if we let by solve P(X1 > bn) = _ then P(bn ( Mn - br )

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