Question 3 Let X1,..., Xk, . .. be independent random variables having the common cumulative distribution function F. For a fixed positive integer n, define Yn max(X1,..., X,). %3D Suppose N is a geometric random variable with parameter p and N is independent of {X;, i = 1, 2, ...}. Define YN max(X1,..., XN). (a) Find the cumulative distribution function of Yn. (b) If X; ~ U(0, 1), find E[Y,„].

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Question 3
Let X1,..., Xk, . .. be independent random variables having the common cumulative
distribution function F. For a fixed positive integer n, define Yn
max(X1,..., X,).
Suppose N is a geometric random variable with parameter p and N is independent of
{X;, i = 1,2, ...}. Define YN
max(X1,..., XN).
(a) Find the cumulative distribution function of Yn.
(b) If X; ~ U(0, 1), find E[Y„].
(c) Find P(YN <y) by conditioning on N.
Transcribed Image Text:Question 3 Let X1,..., Xk, . .. be independent random variables having the common cumulative distribution function F. For a fixed positive integer n, define Yn max(X1,..., X,). Suppose N is a geometric random variable with parameter p and N is independent of {X;, i = 1,2, ...}. Define YN max(X1,..., XN). (a) Find the cumulative distribution function of Yn. (b) If X; ~ U(0, 1), find E[Y„]. (c) Find P(YN <y) by conditioning on N.
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