Limit Distribution

[panic09]

I am having trouble getting started on this one...

If X_1,...,X_n are i.i.d. uniform(0,a) random variables, obtain the suitably normalized limit distribution for [(n+1)/n]*max(X_i).


Any help would be greatly appreciated. Thank you.

 

[royhaas]

Start by writing down the explicit cumulative distribution function.

 

[panic09]

Thank you!

Do you mean... P([(n+1)/n]*max(x_i) <= x) ???

 

[royhaas]

Yes.