Let {X,}1 be i.i.d. uniform random variables in (0, 0), for some 0 >0. Denote by Mn = max=1,2,.,n Xị- Prove that M, converges in probability to 0. Compute the cumulative distribution function of n (1 – Mn/0) and prove that n (1 – Mn/0) converges in distribution to an exponential random variable with parameter 1.

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Let {X,}E, be i.i.d. uniform random variables in [0, 0), for some 0 > 0. Denote by Mn = max=1,2,..,n X4.
Prove that M, converges in probability to 0.
Compute the cumulative distribution function ofn (1– Mn/0) and prove that n (1 – Mn/0) converges in distribution
to an exponential random variable with parameter 1.
Transcribed Image Text:Let {X,}E, be i.i.d. uniform random variables in [0, 0), for some 0 > 0. Denote by Mn = max=1,2,..,n X4. Prove that M, converges in probability to 0. Compute the cumulative distribution function ofn (1– Mn/0) and prove that n (1 – Mn/0) converges in distribution to an exponential random variable with parameter 1.
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