Distribution of Minimum of Uniform distribution
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Let ......, be identically distributed random variables, each having a distribution function F(x). Let M = min .
1. Find the distribution function of M.
2. Now suppose F is the uniform distribution over . What is the probability density function of M? (Tricky part and please show all detail and steps)
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Distribution of Minimum of Uniform distribution.
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Let ......, be identically distributed random variables, each having a distribution function F(x). Let M = min .
1. Find the distribution function of M.
Ans.
Let G(x) be ...
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