21. Let X1, X2, ... be independent, U (0, 1)-distributed random variables, andlet Nm E Po(m) be independent of X1, X2,SetV= max{X1,...,(Vm = 0 when Nm =0). Determine(a) the distribution function of Vm,(b) the moment generating function of Vm.It is reasonable to believe that V is "close" to 1 when m is "large"(cf. Problem 8.1). The purpose of parts (c) and (d) is to show howthis can be made more precise.(c) Show that E V,(d) Show that m(1 - V) converges im distribution as m → x. and de-termine the limit distribution.→l as m→.

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MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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