Let X1, X2, . . . be iid random variables following a uniform distribution on the...

Let X1, X2, . . . be iid random variables following a uniform distribution on the interval [0, θ]. Show that max(X1, . . . , Xn) → θ in probability as n → ∞

Expert Solution

TOPIC:Convergence in probability.

Hence , by the sufficient condition of probability convergence, we can say that, X_(n) =max.{ X₁,X₂,....,X_n} converges to , in probability.(PROVED).

orchestra answered 1 year ago

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