What is the pdf of the sample maximum?

In summary, the conversation discusses independent random variables X1, X2, X3, and X4 with a pdf of 2x over the interval (0,1). The main question is to give the pdf of the sample maximum V = max{X1,X2,X3,X4}. The solution involves breaking the problem into smaller steps and considering the probabilities of X1 and X2 being smaller for a given value. It is important to note that having the same pdf does not mean they will always take the same value due to being independent random variables.
  • #1
Quincy
228
0

Homework Statement



Consider independent random variables X1, X2, X3, and X4 having pdf:

fx(x) = 2x over the interval (0,1)
Give the pdf of the sample maximum V = max{X1,X2,X3,X4}.


The Attempt at a Solution



I can't find ANYTHING about how to solve this in the book, please help!
 
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  • #2
One way to start is to try to split the problem into smaller steps, try to solve this one first:

Give the pdf of the sample maximum V = max{X1,X2}

Hint: If X1 is given, what is the probability that X2 is smaller for that value?
 
  • #3
Klockan3 said:
Hint: If X1 is given, what is the probability that X2 is smaller for that value?

don't both X1 and X2 have the same pdf?...
 
  • #4
Quincy said:
don't both X1 and X2 have the same pdf?...
Yes, and? Having the same pdf doesn't mean that they will always take the same value which is why they are called "independent random variables".
 

Related to What is the pdf of the sample maximum?

1. What are independent random variables?

Independent random variables are variables that have no influence on each other. This means that the outcome of one variable does not affect the outcome of the other variable.

2. How do you determine if two random variables are independent?

To determine if two random variables are independent, you can use the following criteria: 1) If the variables are discrete, you can check if the joint probability is equal to the product of their individual probabilities. 2) If the variables are continuous, you can check if the joint probability density function is equal to the product of their individual probability density functions.

3. What is the significance of independent random variables in statistical analysis?

Independent random variables are important in statistical analysis because they allow for simpler and more accurate calculations. When variables are independent, their joint probability distribution can be easily calculated by multiplying their individual probability distributions. This makes it easier to analyze and make predictions based on the data.

4. Can a set of random variables be partially independent?

No, a set of random variables cannot be partially independent. They are either completely independent or not independent at all. If even one variable in the set is dependent on another variable, then the entire set is considered dependent.

5. How do independent random variables differ from dependent random variables?

Independent random variables have no influence on each other, whereas dependent random variables do. This means that the outcome of one variable affects the outcome of the other variable. Additionally, the joint probability distribution of independent random variables can be easily calculated by multiplying their individual probability distributions, while this is not possible for dependent random variables.

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