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2 votes
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Proving the convergence of the maximum of Uniform Distribution

I have a random sample of size $X_1, X_2, .., X_n$ following $U(0,2)$. I need to prove that $X_{(n)}$ which is the maximum ordered statistics will converge to $2$ in probability and almost surely. I ...
userNoOne's user avatar
  • 1,048
2 votes
2 answers
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Distribution of extreme values, case of uniform

Question: For $U_1 , \dots, U_n$ i.i.d. $U \sim \mathrm{unif}[0,1]$, we want to find the asymptotic distribution of $Z_n = n(1-U_{(n)})$ where $U_{(n)} = \max(U_1 , ... , U_n)$ I found this: ...
rannoudanames's user avatar
2 votes
2 answers
25k views

Determine density of $\min(X,Y)$ and $\max(X,Y)$ for independently uniform distributed variables

Two independent random variables, $X$ and $Y$, are uniformly distributed on the unit interval $(-1,1)$. Determine the density for $U=\min(X,Y)$ and for $W=\max(X,Y)$
Michael's user avatar
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