eldren5009 eldren5009
  • 06-06-2023
  • Mathematics
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13.10 − Let Mn​ be the maximum of n independent U(0,1) random variables. a. Derive the exact expression for P(∣Mn​−1∣>ε). Hint: see Section 8.4. b. Show that limn→[infinity]​P(∣Mn​−1∣>ε)=0. Can this be derived from Chebyshev's inequality or the law of large numbers?

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